The simplest way is to drag the "site identity button" (the padlock, for secure pages, and the globe, for other pages) to the desktop and drop it there. You may need to resize various window in order to be able to see the desktop while also viewing the site.

There is an add-on for sending a shortcut to Windows without having to use this method. I haven't tried it myself:

• Page on Add-ons site: https://addons.mozilla.org/firefox/addon/deskcut/

• Review describing an extra setup step if it's not working: https://addons.mozilla.org/firefox/addon/deskcut/reviews/490684/

Check these out

deskCut {web link} This extension adds desktop shortcut creation to the context-menu for Windows, Linux and Mac.

My CopyFixer {web link} Use Ctrl+C when nothing selected to copy page title and url in various format (template base).

Send Tab URLs {web link} Send a list of browser tab URLs to email, Web mail, or the clipboard