1. Click on your profile image/circle
2. Click "Management"
3. Click "Apps"
4. Click "New App"
5. Give it a title for your bookmark, select your icon, and put in the URL.
6. Select the app you just created.
A bit odd as you have to select an icon. You can always upload a custom one. Would be easier to just add a bookmark and have it parse the html favicon. Hope this helps.