is there a guide on how to create your own application icon?

If you load your image to App Icon Generator will create the icon. You can also do image sets as well

As for size you need image that is at least 1024x1024px in size. When designing keep in mind that the icon will have rounded corners so your artwork may get clipped. I usually have rounded rectangle (25% corner radius) over my design to visualize where the cutoff is.

When you have icon file, you can use icon generator as @NigelGee pointed out which will generate all the required sizes and you can then drag just the resulting folder to Asset catalog. I am using https://www.fanstudio.co.uk/appicon/

thanks for your help guys

If you want to create icon for your side projects. Check this blog out from Stewart Lynch Bakery - Simple Icon Creator.