Added the favicon in the wordpress, it's easy.
1, get your favicon icon, and rename it as favicon.ico
2, upload the favicon.ico to the root folder of your wordpress system.
3, modify the header.php source code in the theme folder you are using, for my system, it is /root_folder/wp-content//themes/twentytwelve/header.php, before the </head> added two lines,
<link rel="icon" href="http://xionghuilin.com/wp/favicon.ico" type="image/x-icon" />
<link rel="shortcut icon" href="http://xionghuilin.com/wp/favicon.ico" type="image/x-icon" />
Done, you can see the result as:
