While your request is a bit brief, it typically points toward one of two common goals. I am answering for the most likely one——but I have also included a quick note for developers looking to create them. For General Users: Managing System Tray Icons
System tray icons fundamentally differ from standard desktop shortcuts or pinned taskbar items. Instead of acting as deep links to launch a application, they represent software that is already executing in the system RAM. HOWTO: Use the System Tray Directly from Visual Basic system tray icon