The icon is showing correctly.
The screenshot shows a regular form with a TabControl, not an Mdi form.
To set icons for the tabs simply use any of the ImageIndex or ImageKey properties and assign an ImageList to tne TabControl.
To use an Mdi form, set the IsMdiContainer to true and create mdi children at runtime setting the MdiParent.
Try the UIContainers sample:
Please login first to submit.