Go to the Dashboard, Appearance, Editor go to header.php and look to see where is written <?php wp_head(); ?></head>, put the code before the second <head> like in the picture:
It will work!You must clear you cache and the favicon it will be there!Success!
You can see my other trainings here:
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Ultimateless
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Just a quick heads up for Mac users, they can use preview (free on Macs) to create a png image...thanks for this Dorina, you are becoming quite 'techy'...