See the small blue icon overlay?
Is there a way that I can generate this type of items programmaticaly? I'd also like to know what these particular overlays mean.
The little arrow is called an overlay icon, and is caused by some software you have installed, not windows itself. Maybe Norton 360?
There are several instructions on the web how to create your own, e.g. here.
I can't exactly see from the screenshot, but I think this is the "pair of blue swirling arrows" icon overlay. This means that the affected item is available offline (as per the "offline folders" functionality).
This Knowledge Base article describes how to pin/unpin items as offline programmatically.