As far as I know, you have to have a file path to get the icon - but it doesn't have to be a valid file of that type.
So use a temporary file and get the icon from that:
string path = Path.Combine(Path.GetTempPath(), Guid.NewGuid().ToString() + ".mp4");
FileStream file = File.Create(path);
Icon im = Icon.ExtractAssociatedIcon(path);