Yes you can pin Web Sites to your Start Menu. In Windows 10, if you just want to go to a web site quickly, you can make a shortcut and litter your desktop with a bunch of icons but there is a cleaner way.

Using the new Edge browser, you can go to a web site and then pin the web site address to the Stat Menu.  Right now you can't do this in any other browser, but it's a handy feature for those important web site you want to be handy to get to.