Converting images, especially SVGs, to .icns and .ico formats sucks. Especially if you don't own a Mac. image-to-icon-converter used to do the job, but the API it used no longer exists.

To select a region, click and drag on the image, release to finish. Then, you can choose what dimensions you want to convert at the 'Export' menu. To merge multiple .ico, click the 'Merge' menu, ...