I can see C, Python, and a few other programming language file type icons in windows file explorer (not the internal one) when associated with vscode. But although Rust is a popular language with a thriving community, there is no separate file icon for the Rust source code.
They will implement this if my Github issue receives a sizeable number of upvotes. Upvote the title post at this linked issue thread if you want a separate vscode Rust file icon in windows file explorer: https://github.com/microsoft/vscode/issues/107413
When a file is associated with an app, custom app-specific icons show up in the windows file explorer. Since vs code has no specific icon for Rust, the default icon is currently showing up instead of a dedicated file icon.
VS Code icons have already been implemented for popular languages like C, Python etc.