To summarize the discussion in the comments, the answer for the question as it is asked is that it is not possible. The web standards as they are right now do not have a facility to declare a favicon for PDF files, only for the whole domain via the favicon.ico file.
You can try to hack around it by
-
set the favicon.ico at the root of the site to the icon you want to be associated with media files and use the wordpress 4.3 site icon feature to handle the icon for the html (which should have priority over the favicon.ico).
-
server the media files from a different domain (for example a subdomain of the main site) and set there a favicon.ico that you want to be associated with the media files.
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