If using an online service to create your favicon, such as favicon.co.uk, follow the instructions provided by the site. Then download the image of the favicon.ico to your computer.
in your header.php file just after the line:
<link rel="profile" href="http://gmpg.org/xfn/11" />
on about line 12 add this line:
<link rel="shortcut icon" href="<?php echo get_template_directory_uri(); ?>/images/favicon.ico" />
name your favicon “favicon.ico” and upload it to the theme images folder.
You may have to clear your browser cache and restart your browser in order to see the new favicon.