There are a ton of these converters online. Try https://www.convertico.com/ and if this doesn’t work just Google it and go through until you find one which will give you a valid .ico file…
Follow the steps above. Get the ico file (which you rename favicon.ico) into your root directory. Add the meta tag as above into the code of your header.php file. Must be somewhere inside the <head></head> tags.
@phpwalter:
your favicon is now up, sort of black/grey.
IE is sometimes stubborn to show a new favicon on your own computer. maybe clear your browser history might help.
