Open the "Edit Virtual Server" Dialog
Right click on your "Server Name" at the top of the TeamSpeak 3 window and select the "Edit Virutal Server" option.
Adding the Icon
Next to "Icon:" you'll click the arrow button, then select "Edit Icon". This will allow you to view your icons avaiable to select from.
Select the Icon
You can double click on the icon you want to select for the server name here. Once you pick which one you want you'll click the "Close" button at the bottom.