Icon display next to web address

It’s called a favicon…just google how to create a favicon for info on creating them. I think there are a couple of plugins that are supposed to help do this for you as well…just search plugins for favicon.

You can use this tool to create a favicon https://tools.dynamicdrive.com/favicon/ .
For the favicon to show you will have to upload favicon.ico in the root of your hosting account, the same folder as wp-config.php, then edit the header.php of the theme you are using. Just insert this somewhere before </head> tag.

<link rel="shortcut icon" href="/favicon.ico">

If you are not very comfortable editing php files then use this plugin https://www.digitalramble.com/favicon-manager-wordpress-plugin/