Using the 64bit deb package on Github. See below, self explanatory:

Icon has been there in previous versions.
Simple fix.
sudo gtk-update-icon-cache /usr/share/icons/hicolor/
Icon now appears in Menu.
I have the same problem since a few months and still didn't resolved.
I don't have 0x0 dir in /usr/share/icons/hicolor/ and in 48x48 there is caprine icon, also in other directories I can find them.
Command didn't changed anything.
Edit:
Removed AppImage version and installed from .deb
Now it's perfect...
The proposed workaround for this issue doesn't seem to work for myself since there is no /usr/share/icons/hicolor/0x0 directory created by the appimage build (since it is self-contained).
For those looking for a sure-fire, distro-agnostic solution to giving the appimage build an icon, I recommend downloading the Caprine icon and using the menu editor Menu Libre (search for the menulibre package in your systems repositories) and from there it should be straight forward to create a launcher.
This is fixed in the latest release. Please update Caprine.
Most helpful comment
Simple fix.
sudo gtk-update-icon-cache /usr/share/icons/hicolor/Icon now appears in Menu.