To answer your second question, save the file as pps and not ppt and it will open straight into the powerpoint slideshow
As to the whole icon thingy, not sure how you can change the icon for this as it’s a powerpoint file the icon will be a powerpoint icon due to the file association to the powerpoint program
If it’s the folder icon you want to change then just right click it and go to customize and in the bottom you can change icon, just not sure how to get extra icons in there
Then to hide files, select the file you want to hide, go to properties and select hidden under the attributes. This should then hide the file when viewing in Explorer unless the person has turned on the setting to view hidden files
Not sure that was much help, or quick, but it’s an answer