To do this simply visit the login page for the training website in your internet browser.

Then you will need to resize your Web browser so you can see the website and your desktop in the same screen. This can be done by clicking and holding the lower left corner of your browser window and dragging it up.

Now left click the icon located to the left side of the address bar. This is where you see the full URL to the website. 

Continue to hold down the mouse button and drag the icon to your desktop. This creates the shortcut.