do you mean a bookmark that is displayed as an icon on your home screen?
if so then open the page you want to use in safari, and tap on the centre icon in the bar at the bottom (box with an arrow coming out of it), then select "Add to Home Screen" enter what you want it to be called, and you now have it on your home screen.
The Icon displayed is set by the Website, if they have provided an icon in their coding of the site, then it will display this, otherwise it will display whatever you had showing on the screen when you added it.