Todays all website are using fevicon icon.It is show on left hand site of browser tab of your website.
To add fevicon icon on your website,please follow below steps:
Create FAVICON as *.ico file.If you dont have fevicon icon please Create Here
Upload your FAVICON to */wordpress/wp-content/themes/img/ directory.
Open your theme editor and select Header (header.php)
Paste below line just above the close head tag.
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<link rel="shortcut icon" href="path_upload_image/favicon.ico" type="image/vnd.microsoft.icon"/> <link rel="icon" href="http://path_upload_image/favicon.ico" type="image/x-ico"/>
Please change image path from your uploaded path.