According to your question, I have understood that you want to "create" a link which opens in FireFox, and not on your default browser.

So, you might be having the link/webpage's file; right-click it; click on open-with; click on the Fire Fox option in the list; and make it default for opening such kind of files.

Ordinarily links open with the default browser so the simplest thing may be to change Firefox to the default browser but use IE on specific links.

Ether way that requires the none default browser to be open to use the link.

There is a possible workaround. If the link is a shortcut on the Windows desktop for instance you could instead of just a url (address) type shortcut make it a shortcut to Firefox executable program and add a space followed by the link to the end of that, it would then open Firefox at that website.

You could do that by copying and editing the startup icon properties for Firefox e.g.

• firefox.exe "https://support.mozilla.org/en-US/questions/984618"

An easy way is this. Windows > Start > search box > Firefox.
After FF is open, hold down the left button on the address bar icon, and drag it to your desk top.

You can create a copy of the Firefox desktop shortcut and add the URL to the target line.
You can use the -new-tab or -new-window switch to force opening in a new tab or window.

• https://developer.mozilla.org/Command_Line_Options