If you are using a GUI desktop in Linux, like Gnome or Unity, you can drag and drop a URL from Firefox and other browsers either onto the desktop or into a folder in the Nautilus file manager. This will create a .desktop file with several lines in it like this one:
Name=Link to Google Calendar
As long as you are in the GUI, you can just double-click on the file to open it into the default Web browser. I do this in Ubuntu to store links to documents in my private Drupal wiki on my machine.
This may work for KDE, xfce, and other desktop managers, but I haven't tried it.