Crate a link file pointing to web URL

1. Create an empty text file.

2. Copy the following content in it:

[Desktop Entry]
Encoding=UTF-8
Name=Link to Ask Ubuntu
Type=Link
URL=http://www.askubuntu.com/
Icon=text-html

Edit Name and URL to desired name and url.

3. Save file

4. Close file

5. Rename file to have the extension ".desktop"

Done.