For MacOS

For Windows

You have a BIOS booting Windows. This is the correct installation of Windows for your model/year Mac. I suppose the Windows logo icon should go in the Windows partition. However, doing so should not work, because the firmware cannot read NTFS formatted volumes. So there probably is no way to change the icon displayed in the Startup Manager when you have a BIOS booting Windows.

For MacOS

The .VolumeIcon.icns file should be placed in the root folder of the APFS Volume named Preboot. Follow the steps given below.

1. Enter the command below to mount the Preboot volume.

   diskutil mount disk2s2
   

2. Use the Finder to navigate to the root folder of the Preboot volume. In the sidebar of a Finder window, highlight the MacOsX volume. If this volume is not shown, then make sure Hard disks is checked off under Sidebar in Finder Preferences. Next, if the Volumes folder does not appear, then press the key combination ⌘+shift+. to show hidden files. Navigate to MacOsX > Volumes > Preboot. This is the root folder of Preboot volume.

3. Use the Finder to copy the .icns file to the root of the PreBoot volume.

4. Rename the .icns file to .VolumeIcon.icns.

5. Press the key combination ⌘+shift+., so hidden files will not appear in the Finder window.

6. Enter the command below to unmount the Preboot volume.

   diskutil unmount disk2s2
   

For Windows

You have a BIOS booting Windows. This is the correct installation of Windows for your model/year Mac. I suppose the Windows logo icon should go in the Windows partition. However, doing so should not work, because the firmware cannot read NTFS formatted volumes. So there probably is no way to change the icon displayed in the Startup Manager, when you have a BIOS booting Windows.