How to show RSS icon for a views feed?
You need to attach your Feed display to one of your Page displays (within the same view).

To do this, in Feed settings click on Attach to: None and tick one of previously created Page displays (or create one first if you haven't already done so). Only then the RSS icon will be displayed on the page your feed is attached to.

Here's a screen shot for anyone who (like me) can't see the wood for the trees.