As Mystie said, they're just images without the border, but otherwise it's the same as normal icons. They have to be specific sizes though, 240x125 for games and 148x125 for sheets.
For example these:
And the site automatically does the border and background. The name that appears on the icon are just taken from the sheet's/game's name.
For example these:
And the site automatically does the border and background. The name that appears on the icon are just taken from the sheet's/game's name.