You need to add your application icon to your iOS application and for doing this, you need to follow the below mentioned simple procedure.
First decide the icon and create a .png format image. Now we need to understand that for iPhone, the icon size can be 57 x 57 pixels, for iPhone 4 with retina display, you need 114 x 114 pixels and 72 x 72 pixels for iPad. For App Store you need 512 x 512 pixels.
To add an icon, you create the icon using photo editing software like Adobe Photoshop and drag and drop it to the Resources group inside your XCode. You do not need to worry about making rounded corners, iPhone automatically takes care of all these stuffs. Once you have the icon inside XCode, you need to go to the your application info.plist file and edit the name of the file as shown in the image below.
Now build and run your application, you will find the application with the icon as shown in the image below.
You can make the icon non-glossy by adding the UIPrerenderedIcon Key in the Application-Info.plist.
To add a splash screen, you need to save the image with size 960 x 640 pixels for retina display iPhones as Default@2x.png
Check out this video to learn how to add icons to your iOS application using XCode 4