To do so, right click and choose New Shortcut. The Create Shortcut wizard will start. Type ncpa.cpl as the location of the item. Then click Next. Provide a name for your shortcut and click on Finish. Once you create the shortcut, you can easily change the shortcut icon by accessing its properties. There are a lot of Windows default icons available if you use these .dll files as a source for the location of the icons:
%SystemRoot%\system32\SHELL32.dll%SystemRoot%\system32\imageres.dll%SystemRoot%\system32\DDORes.dll
Here is an example of one of the icons I found using the imageres.dll file as a source:
