First you do not add a favicon to a browser, it is added to the web site. I am assuming from your wording that you have got as far as creating a valid .ico file.
Older browsers may not support favicons at all or may require you to add special coding to the site. With modern browsers all you need to do is name the file favicon.ico and upload it to the root directory.
Please note that there may be special considerations for devices such as mobile phones.
