This option is available if you enabled the Organize&Search feature package
1) Open the Desktop.com app
2) Click the +Add button -> select Import from browser option
3) If you enabled Organize&Search + Communication feature packages, first navigate to Desktops -> proceed with importing apps
4) Click the Import from browser button to proceed
5) Select the apps you want to import and then click the Import selected apps button
You will be offered either to continue with adding your links or to go to your desktop.