You can have up to 10 lines of notes stored with your profile (finger). These notes may be used for pretty much anything you want. E.g., you could pose a riddle, or post the standings of a tournament you're running, or just say a little about yourself.
To set your profile, go to the toolbar above in ICC for Windows. Click on the Settings icon and choose Profile from the list. You can navigate to the ICC for Windows Edit Menu -> Settings -> Profile.