The setup file creates a "custom" drive icon, but in your case it won't run, hence the generic icon.
Don't worry, as long as the drive is usable it will be fine. You can safely delete any files that were pre-written to it.
To put your mind at rest, you can test it with Seagate SeaTools for Windows
SeaTools tests the actual hard drive itself for correct operation, not the data that's on it.