I think the simplest, non-techie way, would be to go to your Yahoo Login page the way you do now. Under 'FILE' choose 'SEND LINK'. This will put the URL of that page into the body of a new email. Now minimise the page and right click on a 'blank area' on your Desktop. Select 'NEW', then 'SHORTCUT'.
A small window will open. Go back to that new email and copy the URL. Paste it into the blank space in the window that is headed 'Type the location of the item'. Click NEXT. In the next window type your title for the new shortcut.. such as YAHOO LOGIN. Click FINISH. Delete the 'unused' email' with the URL on it. Drag the new shortcut to a convenient place on the Desktop. Test the new shorcut to make sure it takes you to your login page. If it works you can then, if you wish, delete the old email shortcut to Windows Mail.