Hi Keu,
Please do by following steps:
First : You need to know the path of icon(/sap/public/bc/ur/nrd/favorite/abc.ico)
Second: You need to put icon path in WD application parameter.
Click on your application and go parameter tab on right handside.
Put the name WDFAVICON in Parameters column, and paste path above to value column.
I hope it will helpful you.
Regards,
Starone.