You appear to require icons for specific pages, rather than for programs. Assuming that, try the following. (It certainly works in Firefox and probably in most other browsers too):
Go to the page you require a shortcut to. Reduce the size of the window, so that it no longer fills the whole of your screen. (i.e. click on the overlapping squares, next to the 'x' at the top right hand corner of your screen). Click on the small icon immediately to the left of 'www' in your address bar and drag it onto your desktop. Job done!