In the navigation, you have application title and application icon. You must set this.
NOTE: this is for the latest version of Mendix (I see that you mentioned 9.8.2 as Mendix version)
For older versions, indeed you must change the html file and add it via link tag.
Hi,
This question has been asked on the forum before, Please check link.
https://forum.mendix.com/link/questions/87102
https://forum.mendix.com/link/questions/92503
https://forum.mendix.com/link/questions/95505
Might help you.