You can try using the the StaticContentSample module and add the html to set your icon, but you'll need to do it for each page:
<link rel="shortcut icon" href="path/favicon.ico" type="image/x-icon">
<link rel="icon" href="path/favicon.ico" type="image/x-icon">
or set it globally using javascript and use application.js in your app's appserver directory
You can try using the the StaticContentSample module and add the html to set your icon, but you'll need to do it for each page:
<link rel="shortcut icon" href="path/favicon.ico" type="image/x-icon">
<link rel="icon" href="path/favicon.ico" type="image/x-icon">
or set it globally using javascript and use application.js in your app's appserver directory