Board Thread:Support Requests - Getting Started/@comment-27658559-20160528231230/@comment-8-20160531173725

You need to make an image that is 16x16 pixels and then save it as a .ico (there are sites that can convert it if you can't save that way.

Then you can go to Special:ThemeDesigner on your wiki and upload it there

Warniong: they usually take a while to show up when you upload, but they should show eventually