Perhaps you mean a Movie icon state? But anyways, that is not what the OP is asking for.
@OP:
You can either use the Turn proc within the programming of your game or you can do it in the icon editor with the arrow buttons just below the canvas while you are editing the icon. There 2 arrow buttons that have arrows turned at a 90 degree angle. Use those to rotate in whichever direction. You should also note the little box next to those arrow buttons that has a number in it. That number (by default it is 90) is however many degrees the icon will be turned on the canvas.