Open the menu next to the URL bar. Depending on whether you're using Chrome or Android you'll see a menu option "Add to Home screen" or "Install App" depending on the website's capabilities and if it's a full PWA.
Recently added App Shortcuts won't show up on Home screen
If the Website Shortcut isn't appearing on your Home screen, make sure you have the option to "Add apps to Home screen" turned on, on your phone settings.
Settings > Home screen > App drawer settings