Browsers like Chrome, Mozilla and Edge have an option to save links to the computer. I am going to explain how to do it in chrome and these instructions should be similar enough in other browsers too.
1) First thing, Click on the Menu Button on the right end of the URL option at the top. Choose More Tools -> Add to Desktop.
That will open up the Add to Desktop dialog box. There will be a checkbox that allows you to open this icon in a new browser window instead of adding as a new tab to an existing open browser.
Type in the name of the file and then Click Add.
This will add the website icon on the Desktop like this.
2) Open the start menu and start typing the name of the file which you have saved in the desktop. It will show up in the start menu search results.
3) Right Click on the particular file and choose Pin to Start. That will add the link to the start menu.