After you create the icon, you just select the object that will trigger the action, then select the object that performs the action. When the mouse cursor is over the trigger object, the user can click the object, and the action object performs whatever animation you have it doing in that scene.
Here's a world created using the TouchSensor helper object. Phredd the Fish is both the trigger object and the action object. Well, most of Phredd is the action object. His eyes get left behind.