Edit: Originally I asked this about a using a cube, but it is not a requirement to start with a cube, just how to end up with an icosahedron as on of the answers showed how to make dodecahedron a having started ith any shape.
I have a cube, and I need to cut/file it into a icosahedron; what are the cut lines?
Same question for other Platonic solids: is it easy to start with a cube and get other shapes, Or is it better to choose a different solid as a starting point? I am asking this question from a physical/practical point; otherwise one can very well start with sphere (it is hard to file/cut a piece of wood/metal into a sphere).

Here are detailed instructions for cutting a tree stump into a regular dodecahedron. The essential trick is to make a template for the dodecahedron's dihedral angle. It should be possible to use similar techniques to make an icosahedron.
You might try practicing on fruit first: it's cheap and easy to cut.
Addendum: There are easy tricks for the tetrahedron and octahedron if you're starting with a cube. To get the octahedron, you just slice all the corners off: Mark the centers of three adjacent faces, cut in the plane that contains these three points, and you have cut one face of an octahedron. To get the tetrahedron, color the vertices of the cube in alternating colors, say red and black. Then on each face draw the diagonal from one red vertex to the other. These diagonals will form the edges of the tetrahedron; cut in planes that each contain three red vertices. To get the cube, cut nothing.