I finally understood how to succeed to change the favicon, the format and code was the issue.
You must make your favicon with this tool: https://favicon.io
Then, unzip the files and use them following the favicon.io's tutorial to the letter, copying their code to the head of your page, with the help of Vasiliev's tutorial from this page :
but using the files and code of favicon.io website.
It worked the first time for me!
Good evening !