The icon which appears in your browser tab or navigation bar on your site is called the favicon.
Create your favicon using a service like: www.iconverticons.com
Upload you favicon inside the template folder called: st_yourtemplatename.
Clean Joomla cache. See here how to clean Joomla cache.
Clean Browser cache.
Attention!Sometimes you have to wait from a couple of hours to 24 hours for the browser to load the new favicon.