If you are an ICICI Bank customer, you can either download iMobile or Pockets. You can assign a VPA to your ICICI Bank account in the "UPI" section of iMobile or the "UPI" section in Pockets.
If you are a Non ICICI Bank customer, download Pockets, register yourself and navigate to the UPI section. Under the UPI Section, navigate to "Add My Bank Accounts". Here, you can choose a VPA and then link bank accounts that you hold with other banks.