That`s fine! Thanks to MobeYDuck again (sorry for not recognising the e)…
My problem was trying to use the URL instead of the right-mouseclick download file. You have to do a right mouse on the link itself (which takes you to the URL) and save as MobeyDuck mentioned. I’ll never get beyond using command lines, however 
For others trying to do that as well. Copy the line in the download file into a standard .pls file. E.g. just open one of the file in the WEBRADIO directory remove the text behind the the line behind File1= and add your copied string here (right mouse click common with most UNIX editors). Now save the file with the station name you want to appear in volumio.
Final minor issue: Your freshly added favourite station appears, after updating, at the bottom of the list (last in, last out?). You will have to scroll probably. Since the order in which stations are displayed seems to depend on the creation date you might try to “touch” the files on top of the pile. Unfortunately that moves the top file somewhere to the middle on my pi. mmh.
However, dont forget to refresh the Volumio browser view by “update this folder in the browser view”.