Icon field in the
.desktop file, and the file name of the icon file itself, must match. As per the Icon Naming Specification, the name should be the same as the application's executable program. It should also be installed in the appropriate sizes, in the appropriate
hicolor icon theme directory, as per the Icon Theme Specification.
It seems there is a typo in the page you link to, which says to name the icon as
desktop.png instead of
dungeon.png, and it also only talks about installing the single icon, and in the wrong place. This should be considered a bug in the site itself.
If the icons are in the correct place, and still not showing up, it is likely you need to update the icon cache for theme. You can run
sudo gtk-update-icon-cache -f /usr/share/icons/hicolor to update the system
hicolor theme directory cache, for example.