How does one create a link on desktop

Hello there!

I'm looking for a way to create a link on my desktop that I can click to access a routinely visited website. As far as I can tell, it is indeed possible with the mouse, triple clicking the address bar in safari and then dragging and dropping the link on desktop. I, however, have been unable to replicate this action with keyboard commands and voiceover.

Does anyone know how I can solve this little problem?

All the best

@OliverKennett