Adding a favicon to WordPress should be simple. Sometimes it is not. Here are three methods I have used on 40+ client sites.
Go to Appearance → Customize → Site Identity → Site Icon. Upload a 512x512 PNG. WordPress generates all smaller sizes automatically.
Use a plugin like Favicon by RealFaviconGenerator. It handles all formats and platforms automatically.
Upload icons to your theme folder and add link tags to header.php. Use genfavicon.org to generate all six files and the HTML snippet in one click.