Adding an Icon so it shows up in the web browser then just ad this code below to your page and create your icon file which points to the same location
Make sure this goes in between the <head> on your webpage
<LINK REL="SHORTCUT ICON"
HREF="~/FavIcon.ico" >
One thing to point out is if you save the file just as FavIcon.ico then you don't need to put the above html markup into the head. Typicaly you would use this approach if you want the icon to be displayed site wide.