If you want to put a shortcut to a webpage on your desktop, you can easily do this in the following steps. You will want to be sure, however, that you understand the difference between creating a shortcut to a web page and making a static copy of one.
If you make a static copy of a web page, it will not reflect any updates made to the site after you save it. That could be what you want. If so, perfect. Go to File, Save Page As…
If I save this page, Google News, it will only show these headlines and not update to new ones. You have to go to the URL again to get the “live” version of the site.
After saving the page, you’ll get two files on your desktop. One is an html file of the page and the other is a folder to contain the images on the page.
If instead of a static copy of a webpage, you just want a convenient link to get to the live, hosted copy of the website you can do so in one simple step. With your browser open so you can view your desktop (not maximized), just click and drag the favicon from the left of the URL (http://www…) to your desktop.
The favicon is typically a site’s logo, so it will change depending on what page you’re viewing. If it’s not set for that site, it will be a small icon of a blank sheet of paper.
After dragging the favicon to your desktop, you’ll get this shortcut on your desktop, linking you to your page conveniently which will show any updates made to the site.