I am using Qt Designer 4.8.4 and I include two files in the QMainWindow resource file: a .ico file and a .gif file. When loading from code using:
QPixmap p;
Guessing from your followup on the already chosen answer, you may want to have that ICO as the appwindow icon. That is possible, and also is perhaps why Qt Designer is capable of displaying it (trying to guess your intent). However, having it so doesn't involve any QPixmap coding, it's purely configuration affair. Described here (and yes, #worksforme) :
http://doc.qt.digia.com/qt/appicon.html