Simply Program

Its quite simple actually - you create your favicon.ico file (which is normally 16x16) in an graphic editor you choose.

Next upload it to your website. Once uploaded add the below code to the header of your website:

And your done!

How to preview a site in plesk, well its very simply once you know how.

https://YOUR_IP_ADDRESS_HERE:8443/sitepreview/http/SITE_YOU_WANT_TO_VIEW/

Newer versions of plesk have this feature enabled on your sites control panel, you will see an icon called "Site Preview". However; this is not on older versions. So for example you want to view a site called helloworld.com.

You would do:
https://YOUR_IP_ADDRESS_HERE:8443/sitepreview/http/helloworld.com/

Hope this helps someone lol