1. Right click the desktop -> New Shortcut
2. Under "Type the location of the item", paste in the url/link.
3. Under "Type a name for this shortcut", put "Bob".. it must be Bob.. or whatever you want to call it.
If you want to use the rich client for excel (as in not the browser version), it is just a little more involved. You will need to:
1. Create a shortcut to excel.
2. Right click the shortcut and pull up properties
3. In the "Target" field, AFTER "Excel.exe", paste in the URL to your document separated by a space.
Should look like "C:\Program Files\Microsoft Office\root\OfficeXX\EXCEL.EXE" https:
4. Change the icon to avoid confusion
5. Rename the shortcut to "Bob".