This area is called the "Notification Area," or informally, the "System
Tray." Icons are put in the Notification Area by the programs themselves.
They are either hard-coded to go there, or there is an option within the
program to minimize there.
So in a general, you do not have the choice of putting an icon there, unless
the specific program gives you one. However there are third-party programs
that can add that capability. I have no experience with any of them, so I
won't recommend one, but Gooogle should find you some choices.
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