I, too, had this problem and couldn't figure it out for the longest time. To display an icon and icon text for an application, you need to create a .desktop file for Firebird. If you search your harddrive for '*.desktop', you should come up with some examples of other .desktop files. Model the one for Firebird after these. Once you've created this file, copy it to your desktop. The icon and the icon text should appear correctly and when you click it, Firebird should launch.
I've been told you can also right click on the actual desktop and say, "Create link/Create App", but I personally prefer to modify the .desktop files by hand.