In Chrome, click the three-bar menu in the top right. Under More tools, choose Add to taskbar… and you’ll be able to set a name for the site and choose whether to open it in its own window (which you should if you want to isolate it like an app).
In Internet Explorer, simply grab the favicon any site (the little picture on the far left of the address bar) and drag it down to your taskbar to pin it.
Edge and Firefox unfortunately have a few hurdles.
In Edge, you can only pin sites to the Start Menu. Click the three dots in the top-right of the screen and choose Pin to Start. This will add a Live Tile for the site; you’ll have to use IE if you want it on your taskbar.
In Firefox, you can’t just drag a site to your taskbar. Instead, make a shortcut to Firefox. For 64-bit Windows, the executable is at
“C:\Program Files (x86)\Mozilla Firefox\firefox.exe”
“C:\Program Files\Mozilla Firefox\firefox.exe”
Add a space after the Target field and place the URL you want to launch. Then, just drag that new Firefox shortcut to the taskbar. It’s not ideal, but it works — see this thread if you need more help