Yes.
Got a second to try this?
1) Look In the URL Just before the http:// there is a little icon (here in FR it's a red white and blue star, at other web sites it may change).
2) Hover your mouse over that little icon.
3) Click and drag that little icon onto your desktop.
NOTE: The same thing goes for links, any link, on a web page, can be dragged and dropped onto your desktop to make a shortcut.
You know what? I've been trying to figure that out for months. And I'm not sure I ever would have thought of that! Thank you, thank you, thank you!