how can i create desktop icon for yahoo mail?

It's easy enough.

Right-click on the desktop image, choose New >> Shortcut and in the Location field write

mail.yahoo.com

Then just hit Next and give your shortcut a name. Click Finish. That's it.

The other ways are:

(1) Resize the Firefox window so you can see a patch of desktop.

(2) Then either:

(A) For the currently displayed page, click and drag the padlock (or the i-in-a-circle) from the left end of the address bar to the desktop.

(B) For a link in the currently displayed page, click and drag the link to the desktop. This can result in a stupid name for the shortcut because it uses the link text, not the page title.