Favicon comes from Favorites Icon.
It is a small icon associated with an HTML pages, or an entire site, which is displayed in the Address Bar visited the address before being used to customize the display of a site or a logo to promote business.

Favicon is actually a file type icon with certain characteristics:
1. name must be favicon.ico
2. sizes are welcome 32×32 or 16×16 pixels
3. Up to 265 colors.

Before you add a favicon pages sure to be accepted on the server such files.

To add a favicon are required two operations.
1. insert the following line in HTML page in the area head:

2. load (upload) on the server in the same folder associated with the page.

Usually favicon the load as the root domain (no other folders of the site).
If we use one for each sub favicon in part’ll adapt label above the path to the favicon associated. (Recommend to specify all the way to file, not the path relative)

This is shown by browsers: Mozilla, Firefox, Opera but not Internet Explorer.

To achieve a favicon can use a specialized graphics program, such as Adobe Photoshop to be added to a plug-in that allows saving format. Ico, or online at:
FavIcon from Pics
FavIcon Generator

From one of the addresses above, can turn an image file (gif, jpg, bmp, png) located on your computer in favicon:
1. select the image you want to turn into a Favicon using the Browse button
2. Generate press Favicon.ico or Create Icon
3. In a few moments you anounced that you can download the file icon button Download Favicon.

You can check online file favicon and how it was pasted on the web at:
Favicon Validator

May I recommend the program IrfanView and the related plugins (free) which also can save any picture in the file icon.

Favicon animated
You can assign a page and animated version of favicon provided that in this case inserate line in the HTML code in the head area will be:

Such a favicon can be obtained online at FavIcon Pics from the transformation from an image file into animated gif. This type of icon is not compatible with most browsers, so I recommend only static icon.