Appearance → Customize → Site Identity → Site Icon. This is WordPress’s own feature, not the theme’s, so it stays with you if you ever change themes.
What to upload
A square PNG, at least 512 × 512. WordPress generates every size it needs from that one file: the 32px favicon, the 180px Apple touch icon, and the 270px Windows tile.
Designing for 32 pixels
The tab favicon is 16 or 32 pixels on a side. That is not enough room for a wordmark, a tagline, or a logo with fine detail.
- One letter, one shape, or one mark. If the full logo has a symbol in it, use the symbol alone.
- High contrast. The icon sits on both a light and a dark browser chrome depending on the reader’s settings; a mid-grey mark vanishes on one of them.
- Fill the square. Padding inside the file makes the icon smaller than everyone else’s in the tab strip.
Preview the crop in the Customizer before publishing — WordPress shows the browser-tab and app-icon previews side by side, which catches most problems.
Not the same as the logo
The site icon and the header logo are separate uploads and should usually be different images: one is a wide wordmark, the other a square mark. Setting the wordmark as the site icon gives you an unreadable smear in the tab.