Ice makes a wonderful instrument!
How did they do that? Here's an article that tells us more about the lake and the ice. Ice Block Band
Take a block of ice, shape it into different sizes and you can have a pagophone (Ice instrument)\
For more pictures and information about how these instruments are made, check out classicfm's webpage.
Ice makes tons of cool sounds. Some of which you can make yourself on a winter day, like skipping a rock against a frozen pond. Which sounds like the "pew pew" blaster noise from Star Wars!
Here's a video explaining why this happens!