Do you save web links (shortcuts) to your file system? If not, you can skip this post.
The problem we have to solve is how to store a web http link to your filesystem so that once you double click it, the URL opens.
In windows you could create url files like in this example.
In linux you could create .desktop files like in this example.
Which is the best way? None. Because both solutions are not platform independent. If you choose to change your operating system later on, none of your links would be working.
The neutral way is to create a simple html file as shown below:
<html> <head> <meta http-equiv="refresh" content="0; url=http://example.com/" /> </head> </html>
Double click the html file and voila, the page will open.
Obviously, you can change to URL to whatever you like.