It is stored as a resource in the System.Windows.Forms.dll assembly. You could get a copy with Reflector. Open the assembly, open the Resources node, all the way down to "wfc.ico". Right-click, Save As. Not sure why you'd want to use it, given that it is the default.
You set a custom icon for your application with Project + Properties, Application tab, Icon setting. Each form has its own Icon property.
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