The “Icon-ldpi.png”, “Icon-mdpi.png”, and “Icon-hdpi.png” application icon images are a Corona Simulator feature only. This is not how native Android developers add icons to an Android application project. Since you are doing native Android development, you need to follow Google’s documentation when setting up an Android application project. This is because Corona is just a library that you reference in your Android application, just like how it is done with 3rd party Android libraries.
Google’s official Android developer guides can be found here…
http://developer.android.com/training/basics/firstapp/creating-project.html
Google’s documentation for how to set up application icons can be found here…
http://developer.android.com/guide/practices/ui_guidelines/icon_design.html
In this case, you need to set up a “Launcher” icon. Those icons, just like all icons, are expected to be placed in your Android project’s “res” directory… and you are expected to create different resolutions of them and putting them under the appropriate “res” subdirectory. Libraries never provide launcher icons, so this is a task for you. Afterwards, you are expected to reference that launcher icon in your AndroidManifest.xml file as documented by Google here…
http://developer.android.com/guide/topics/manifest/manifest-intro.html#iconlabel
http://developer.android.com/guide/topics/manifest/application-element.html#icon
I also suggest that you play with Google’s sample projects that are included with the Android SDK in order to learn the core fundamentals of native Android development. There’s a lot to learn and it would be easier to start with simpler Android projects first.
Anyways, I hope this helps!