【代码】
void CShellFuncDlg::OnButton1()
{
    // TODO: Add your control notification handler code here
    int (WINAPI *PickIconDlg)(HWND, PWSTR, UINT, int *);
    HMODULE hmdl = LoadLibrary(TEXT("shell32.dll"));
    PickIconDlg = (int (WINAPI *)(HWND, PWSTR, UINT, int *))GetProcAddress(hmdl, "PickIconDlg");

    WCHAR path[MAX_PATH] = L"C:\\windows\\system32\\shell32.dll";
    int index = 10;
    int result = PickIconDlg(NULL, path, MAX_PATH, &index);
    WCHAR str[MAX_PATH + 50];
    swprintf(str, L"You have chosen Icon %d in %s", index, path);
    MessageBoxW(m_hWnd, str, L"Icon", MB_ICONINFORMATION);

    FreeLibrary(hmdl);
}
【运行效果】

选择图标后：

Of course, shell32.dll is probably the largest icon archive in Windows.
shell32.dll可能是Windows系统中最大的图标库。。。。
http://www.cnet.com/forums/discussions/does-windows-have-other-icon-files-besides-shell32-dll-326156/

【代码2】
用户如果单击了对话框中的“取消”，则不显示消息框。
void CShellFuncDlg::OnButton1()
{
    // TODO: Add your control notification handler code here
    int (WINAPI *PickIconDlg)(HWND, PWSTR, UINT, int *);
    HMODULE hmdl = LoadLibrary(TEXT("shell32.dll"));
    PickIconDlg = (int (WINAPI *)(HWND, PWSTR, UINT, int *))GetProcAddress(hmdl, "PickIconDlg");

    WCHAR path[MAX_PATH] = L"C:\\windows\\system32\\shell32.dll";
    int index = 10;
    int result = PickIconDlg(NULL, path, MAX_PATH, &index);
    if (result == 1)
    {
        WCHAR str[MAX_PATH + 50];
        swprintf(str, L"You have chosen Icon %d in %s", index, path);
        MessageBoxW(m_hWnd, str, L"Icon", MB_ICONINFORMATION);
    }

    FreeLibrary(hmdl);
}

【链接】
MSDN上PickIconDlg函数的参考资料：
https://msdn.microsoft.com/en-us/library/windows/desktop/bb776481%28v=vs.85%29.aspx
遗憾的是，上面写着“Deprecated API”，意思就是说这个函数已经不赞成使用了。

【链接】
Where to find most of Windows 10's native icons?
http://www.digitalcitizen.life/where-find-most-windows-10s-native-icons
这篇文章里介绍了很多Windows中的大型图标库。（很多dll的图标规模都相当于shell32.dll）