Hello,
You should be able to just add a favicon by uploading your favicon.ico to the root directory where you have WordPress installed. This should be the case for any website you create (assuming you’re not using a theme, plugin, or software that overrides this default server functionality).
You can also use a plugin like this one: http://wordpress.org/extend/plugins/all-in-one-favicon/
I also recently uploaded a plugin that only works with Theme Blvd themes you can try, as well: http://wordpress.org/extend/plugins/theme-blvd-favicon/