The text that is bookmarked is the same text that is in the browser title
bar, and that is the page title tag. Which in Publisher is the text you
entered for "page title" in the page options dialog. Having an icon in the
bookmark is simply creating a 16 x 16 pixel icon format graphic and naming
it favicon.ico and uploading to the domain. You'll need an icon editor to
create an .ico file. Learn more by googling on "favicon".
I assume www.publishermvps.com was one of the sites you saw it ;-)

Also I posted an icon article on ww.davidbartosik.com

David Bartosik - [MSFT MVP]
www.publishermvps.com
www.davidbartosik.com