Icons in Activity Monitor?
I think only applications that appear with their icon in the dock when you open them do have an icon in the activity monitor.
Applications that have "checked in" with Launch Services as a UI app get icons. Technically speaking, anything that ends up calling LSApplicationCheckIn will get one, but that's not a call you can make yourself.
If you run a standard NSRunLoop, or even initialize NSApplication ([NSApplication sharedApplication]) you should get it.
My question is: what are you doing that you're not getting it?