A similar question is wrongly marked as duplicate.
The given answer works, but it's not XAML-ish doing. My self-answer post below is recommended from Telerik.
In the Telerik example, there are three lines in MainWindow
as below;
xmlns:navigation="clr-namespace:Telerik.Windows.Controls.Navigation;assembly=Telerik.Windows.Controls.Navigation"
navigation:RadWindowInteropHelper.ShowInTaskbar="True"
navigation:RadWindowInteropHelper.Icon="icon.ico"
Of course, you should prepare icon.ico
file.
Full xaml code is attached as below.
<telerik:RadWindow x:Class="RadWindowAsMainWindow.MainWindow"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:telerik="http://schemas.telerik.com/2008/xaml/presentation"
xmlns:navigation="clr-namespace:Telerik.Windows.Controls.Navigation;assembly=Telerik.Windows.Controls.Navigation"
navigation:RadWindowInteropHelper.ShowInTaskbar="True"
navigation:RadWindowInteropHelper.Icon="icon.ico"
Header="MainWindow" Height="350" Width="525">
<Grid>
<TextBlock Text="The application is shown inside RadWindow." />
</Grid>
</telerik:RadWindow>