You can edit the idex.htm file (C:\Program Files\QlikView\Web) and add <link rel="shortcut icon" href=". /favicon.ico"> right below the <title> tag (see below). You will need to put you ico file there also. You may need to delete you browser history and cache also. I had to do that to get it to work.
<title>QlikView - AccessPoint</title>
<link rel="shortcut icon" href=". /favicon.ico">
This is an older post, but I figured somebody may find this valuable. Using the built-in QV Web Server, in addition to BBT's solution above I also needed to modify C:\ProgramData\QlikTech\WebServer\config.xml to include the below code in the <Types> tag:
Afterwards I believe a restart of the QlikView Web Server service is necessary. -Isaiah