Once you are on the site that you want a shortcut to, left click the URL in the addressbar on top so it goes dark. Then right click and press 'copy'.
Return to desktop and rightclick somewhere where there is no icon or file, choose 'new"/shortcut and a small window will appear. In the "type location of item" rightclick and pick 'paste'. That will make a shortcut to the page you want. You can rename the icon to whatever you like. You can even drag the shortcut to your taskbar or wherever you want.