Yes, but the question was how to create them on DESKTOP.
Open your browser then the website you want. In the address bar there is a small padlock icon on the left, click on it and drag it down to your desktop.
It should work with most browsers. Then right click on it and do permissions in properties.
clatterfordslim’s method is to put them in the menu or panel, depending on your DE. In Xfce you can drag the icon into your panel, creating a launcher.
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