In this Adobe Photoshop tutorial I will show you how to this ice effect to a butterfly shape.

1.
Make an empty layer to work in, then with the custom shapes tool locate the butterfly shape (you may need to expand the shapes panel).
Drag a butterfly on the stage as shown below.

2.
Rotate the butterfly image 90 degress CCW and go to filters -> stylize -> wind and set it as shown below.

3.
repeat the wind effect one more time, then rotate the butterfly back.

4.
Now give it one wind to the right and one to the left with the same settings as in step 3.

5.
Go to filters -> filter gallery and locate the filter called sponge and give it settings as shown below.

6.
Now go to image -> adjustments -> color balance and drag the handles for both highlights, shadows and midtones so it becomes blue as shown in the image below.

also go to image -> adjustments -> hue and saturations and give it more saturation.

7.
Go to filters -> filter gallery -> plastic wrap and give it settings as shown below

8.
Now finally go to filters -> distort -> ocean ripple and set it as shown in the image below.