Favicon is declared on each page - classic:
<!DOCTYPE html><html lang="en"><head>
<link rel="shortcut icon" href="favicon.ico">
...
where favicon.ico
is a name of the icon file. The default is favicon
but you can use any file names. Problems arise when you want to do it perfectly, or pamper your client...
Take a look at this ...favicons...
To be sure you understand - each file must be a correctly made square of the appropriate type and size - a lot of squares with the same logo in separate files...
Good practice - all favicons in the root directory - browsers look for it there, not elsewhere.
Another good practice - multiple favicons should look like siblings, a different colour or a small detail but generally have to be similar, the same style.