An ice dam develops on the edge of your roof, however they can form elsewhere depending on slope and style of the roof. Look closely at the icicles around the exterior of your house, are they confined around the gutters? If so, and there is no water trapped behind them- you most likely will not find an ice dam. Regardless, icicles are a precursor to ice dams. Icicles also pose a danger, because they can fall off the roof, so you should remove them. Check for water stains or moisture in your attic and alone the ceiling and exterior walls.