Blavatar/Favicon Change

Hi,

I’m trying to change the favicon/image that would be used in the browser URL and browser window of my wordpress theme. However, as it is, I am lost at to how to implement it. Looking in the wordpress support page for Blavatars, the change seems to be easily made in general settings. However, in the latest version of wordpress that I’m using, it does not seem to be an option. Any word as to how I can apply my favicon? I’m open to help in a php file as well.