I don't use Windows 10 but the following method for creating a desktop shortcut works with Firefox in Windows 7. It should also work with other versions of Windows (including, I assume, Windows 10) and, indeed, with most other browsers:
Go to the relevant website.
Click the overlapping squares at the top right of your screen to make the window smaller (so that you can then see part of the desktop at the same time).
Click on the tiny icon immediately to the left of where it says 'www' in your browser's address bar and, while holding the mouse button down, drag it onto your desktop.