One of two ways.
1. Check the coordinates of the mouse against the sprite
if mouseclick() = 1
if mousex() >= sprite x(1) and mousey() > spritey(1)
if mousex() < sprite x(1) + sprite width(1) and mousey() < sprite y(1) + sprite height(1)
` Clicked
endif
endif
endif
or
2. Position a 1x1 hidden sprite at the mouse coordinates and check for collision
if mouseclick() = 1
sprite 2, mousex(), mousey(), 2
if sprite collision(1,2) > 0
` Clicked
endif
endif
[EDIT]You can only change the DBC icon using an external program on the final exe - that's all I know on that subject, other people can guide your further.