Hi Shirley,
There may be other methods people use, but here's how I make a link to a web page.
While on the page, do alt + D
This puts you in the address field.
Then do control C to copy it
Then you can do F6 to get out of the address field.
Then focus on the desktop.
If something is highlighted, that something is selected, which is likely the case, do control space to unselect it.
Then use the applications key, or shift F10 if you don't have an applications key,
and arrow to new, and right arrow into that, and down arrow to shortcut and press enter.
Then you will be in the location field, so you can paste what you copied before.
Then tab to next and give it a name, and then tab to okay or close or whatever.
HTH.
Glenn