First, you need to have your favicon image ready. Once you have that, please follow the steps below to set favicon in Entrada Theme:
It must be square, and at least 512 pixels wide and tall.
Go to WP Dashboard > Appearance > Customize
Click Site Identify
Click Select Image at Site Icon section, upload the image file and click Select.
To learn more about Favicon in WordPress, please visit https://codex.wordpress.org/Creating_a_Favicon
Thank you