How to add a favicon?

When I "view page" of an exported XOT course, I see that it includes a <link> tag to bring in a favicon. However, I don't see how to actually include the favicon.ico file in the project? Uploading it to the "media" folder doesn't accomplish it; it's not even included in the export zip file.

I am installing the XOT in a subdirectory on the web server (so the user goes to htttp://example.edu/foo/index.html and then there's a link to "course/index.htm" to begin the XOT pages. The <link> tag just points to "favicon.ico" with no path, so the file would have to be in "course/favicon.ico". Do I have to put it there manually?

Thanks,
--Dave