How to add a Favicon to your web site?

Have you ever noticed the image containing “f” before the Face book web site link? Most of the popular web sites display such images today! The image is their brand logo miniaturized into an icon. Why are they using a brand logo? The web site wants a client who visited them to return to them. The image or the logo of the brand gives instant recall to a web surfer. The web surfer may forget the name of the web site but logos tend to linger in memory and they could even search for it using the image search function from Google.