We used Photoshop (you could use another image editing software) and created a 16x16 pixel file of the image we used for our favicon.
We then created a favicon file using a website such as http://www.favicon.co.uk/
. We found these by doing a Google search for "favicon creator".
Once you have the favicon.ico file, just upload it to the root directory of your website.
Once the favicon.ico file has been uploaded, go to your website. It might take hitting refresh a couple of times to make your favicon appear.
It is as simple as that!