Generally speaking most WP themes have a header.php file that contains all the <head> code, and starts the <body> too. Inside the <head> put this bit of code:
<link rel=”shortcut icon” href=”<?php bloginfo(’template_url’); ?>/images/favicon.ico” />
<link rel=”ico” type=”image/ico” href=”<?php bloginfo(’template_url’); ?>/images/favicon.ico” />
Then, make sure your favicon.ico file is in the theme’s images directory and there you have [...]