ICC profiles are meant to display photos with accurate colors, in supported graphics programs (generally it's also needed that the photo itself specifies the profile).
So unless you open a photo with a specified profile in an app that can read the profile and respects the profile set in Windows, you won't see a difference.
What you're probably looking for (to get generally accurate colors from your monitor) is hardware calibration. For that you need a measuring device as well as software to calibrate your specific display.