Install AppImage like any other application

Extract icon from AppImage

./your.AppImage --appimage-extract

CD into the created directory and move the icon file into ~/.local/share/applications/

Create a name.desktop file in ~/.local/share/applications/

[Desktop Entry]
Name=Application name
Exec=/home/username/.local/share/applications/Application.AppImage
Comment="Application description"
Icon/home/username/.local/share/applications/icon.png
Type=Application
Terminal=false
Encoding=UTF-8
Categories=Utility;