You mean like having a desktop icon that launches a specific URL? I prefer doing it the way that ZorinOS itself creates their "Send Feedback" shortcut, and create a custom .desktop file.
Create a new file named <name_of_website>.desktop and place it under /usr/share/applications, with the following contents:
[Desktop Entry]
Name=<descriptive_name_of_shortcut>
Comment=<short_description>
Icon=<path_to_icon_to_use>
Type=Application
Exec=xdg-open <url>
Terminal=false
For example to launch this forum:
[Desktop Entry]
Name=ZorinOS Forum
Comment=Direct access to the ZorinOS Community
Icon=/usr/share/zorin-os-upgrader/zorin-logo.svg
Type=Application
Exec=xdg-open https://forum.zorin.com
Terminal=false
Now, you can not only have it on the desktop but also on the main menu, taskbar and even search for it easily. For the icon, you'd probably want to download the site's favicon and save that somewhere in your computer that you can reference.
For an easy way to download favicons you can use this URL:
https://icons.duckduckgo.com/ip3/<url>.ico
Replacing url with your actual url of course (note that it probably works best if you only use the base url, instead of some complicated session id or specific thread). For example, again for this forum:
https://icons.duckduckgo.com/ip3/forum.zorin.com.ico