After Creating a New Page; How to add Icon?

I created a couple new pages and want to add the icon. I see when you  click on New Item it pops up a window allowing you to place it there, however where do I get the picture from and the in order to insert the picture or Icon do I use like photobucket to get a URL to enter there or what?

You should place the icon image under /templates/base/images/icons/ and only enter its filename into the icon field.