The logo sits at the top of every page. The tab icon is the tiny square in the browser tab, in a bookmark, and on a phone home screen. People notice the second more than you would expect, because it is how they find your tab among fifteen others.
A PNG with a transparent background works best for the logo, so it sits on your header rather than in a white box. For the tab icon you want something square and simple: a full logo shrunk to sixteen pixels is a smudge, whereas one letter or one shape still reads.
Step by step
Open the style panel in the editor.
Upload your logo.
Upload a square version for the tab icon, or let us square off the logo for you.
Publish, then check the tab.
If it does not go to plan
I do not have a logo.
Your business name set in your heading font is a perfectly good logo and costs nothing. Plenty of good sites use exactly that, and it beats a bad logo comfortably.
The tab icon has not changed.
Browsers hold onto those harder than anything else on a page. Try a private window before assuming it did not work.
My logo has a white box around it.
It is a JPG. That format cannot do transparency. Export it as a PNG.