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I am trying to build my Android apk but it is giving the prompt that I need to create the icons.
What the file names and where do I put them?
Are you using processing for this or AS? If the former, the icons should be placed in your sketch folder. If you are running your sketch in the Processing IDE, just hit ctrl+k and a new window should open showing your sketch folder.
For icons, you need to provide icons in different resolutions as recommended by the Android dev guide. However, if you don't provide icons, Processing suppose to generate some generic icons for you. Please bear in mind this is my experience using Android Mode 3.x. However, you might be using the latest version (Android mode v4) and I don't know if changes were implemented in that mode. In either case, you should tell us what OS and Android mode you are using for your app.
Yes I am using it in Processing. I know how to open the sketch folder but I do not know what filenames to give the icons.
This is a prev post that could help: https://forum.processing.org/two/discussion/comment/68847/#Comment_68847