how to create own file with icon that inherit from JFrame icon, that I set it, in java and my own file use FileOutputStream and ObjectOutputStream

@David is correct that the host platform owns the JFrame decorations, but you may be able to leverage the JInternalFrame icons, which typically recapitulate those of the platform. For example,

private static final Icon ICON = (Icon) UIManager.get("InternalFrame.closeIcon");

Other decorative defaults are enumerated here.

SSCCE:

import java.awt.EventQueue;
import java.awt.GridLayout;
import javax.swing.BorderFactory;
import javax.swing.Icon;
import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.UIManager;

/** @see http://stackoverflow.com/a/10360374/230513 */
public class InternalFrameIcons extends JPanel {

    public InternalFrameIcons() {
        this.setLayout(new GridLayout(0, 1, 5, 5));
        this.setBorder(BorderFactory.createEmptyBorder(5, 5, 5, 5));
        this.add(createLabel("InternalFrame.closeIcon"));
        this.add(createLabel("InternalFrame.maximizeIcon"));
        this.add(createLabel("InternalFrame.minimizeIcon"));
    }

    private JLabel createLabel(String name) {
        Icon icon = (Icon) UIManager.get(name);
        JLabel label = new JLabel(name, icon, JLabel.CENTER);
        label.setHorizontalTextPosition(JLabel.CENTER);
        label.setVerticalTextPosition(JLabel.BOTTOM);
        return label;
    }

    private void display() {
        JFrame f = new JFrame("InternalFrameIcons");
        f.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
        f.add(this);
        f.pack();
        f.setLocationRelativeTo(null);
        f.setVisible(true);
    }

    public static void main(String[] args) {
        EventQueue.invokeLater(new Runnable() {

            @Override
            public void run() {
                new InternalFrameIcons().display();
            }
        });
    }
}