On the left-side of the address field there will be a badge/icon. Usually it'll be a padlock. Unmaximize Opera's Windows. Then, left-click and hold on the icon and drag and drop it to your desktop. That'll create a shortcut on your desktop for the page. Note that if you want to manually create one, open up notepad, type this in it: [InternetShortcut] URL=https://siteyouwant.com/ and save it as "nameyouwant.url" (with the quotes) to your desktop. Is that what you're referring to?