Making logo on website tab

Hello!

If you are referring to this: Screenshot then it is called a Favicon. Basically it is an image with the size of 16×16 pixels.
You can find more information how to include that in a wordpress theme here:
http://codex.wordpress.org/Creating_a_Favicon
or here is a great plugin which can upload it for you:
http://wordpress.org/plugins/all-in-one-favicon/

And if you need some help in creating a favicon, here is a great free service:
http://www.faviconer.com/

Greetings,
Balint