Firefox handles this differently than Chrome or Edge. It prefers "sidebar" pins, but you can still get it on the taskbar with a tiny hack.
Click the icon in the top-right corner. Select More tools and then click Pin to taskbar . Confirm by clicking Yes in the confirmation pop-up. Google Chrome (Shortcut Method) add website to taskbar
Instead of opening a browser, typing a URL, or clicking a bookmark, this feature pins a website directly to your Windows taskbar. It creates a standalone, app-like icon that launches the site in its own window. Firefox handles this differently than Chrome or Edge