There are a list of solution, but those are what i personally use for that work.

You need to include the ShellAPI unit in your uses clausole!

// This returns how many icons are in a file.
Function DLLIconsCount( FileName : String ) : Integer;
Var
  IconaGrande  : HIcon;
  IconaPiccola : HIcon;
Begin
  Result := 0;
  If ( FileExists( FileName ) ) Then Begin
    Result := ExtractIconEx( PChar( FileName ), -1, IconaGrande, IconaPiccola, 0 );
  End;
End;

// This returns if there're icons in a file
Function DLLHasIcons( FileName : String ) : Boolean;
Begin
  Result := ( DLLIconsCount( FileName ) > 0 );
End;

// This returns a TIcon for a given file and index.
Function GetDLLIcon( FileName : String; Index : Integer = 0 ) : TIcon;
Begin
  Result := TIcon.Create;
  Result.Handle := 0;
  If ( DLLHasIcons( FileName ) ) Then Begin
    Try
      If ( Index < 0 ) Then Index := 0;
      If ( Index > DLLIconsCount( FileName ) ) Then Index := DLLIconsCount( FileName );
      Result.Handle := ExtractIcon( 0, PChar( FileName ), Index );
    Finally
    End;
  End;
End;

// This saves an icon from a DLL (EXE or ICO) to a ICO file.
Function ExportDLLIcon( OutputFile, InputFile : String; Index : Integer = 0 ) : Boolean;
Var
  Icona : TIcon;
Begin
  Result := False;
  Icona := GetDLLIcon( InputFile, Index );
  If ( Not( Icona.Handle = 0 ) ) Then
    Try
      Icona.SaveToFile( OutputFile );
    Finally
      If ( FileExists( OutputFile ) ) Then
        Result := True;
    End;
  Icona.Destroy;
End;

// This is like ExportDLLIcon, but it saves a bitmap file.
Function ExportDLLIconAsBitmap( OutputFile, InputFile : String; Index : Integer = 0 ) : Boolean;
Var
  Icona    : TIcon;
  Immagine : TBitmap;
Begin
  Result := False;
  Icona := GetDLLIcon( InputFile, Index );
  Immagine := TBitmap.Create;
  If ( Not( Icona.Handle = 0 ) ) Then
    Try
      Immagine.Assign( Icona );
      Immagine.SaveToFile( OutputFile );
    Finally
      If ( FileExists( OutputFile ) ) Then
        Result := True;
    End;
  Icona.Destroy;
  Immagine.Destroy;
End;