I finally got to try this and discovered a few interesting details. After you add a site to the dock using Safari, you can quit Safari and when you open that application/site you added, it doesn’t reopen the Safari app. Also, when you can right-click it and remove it from the dock, it’s still an application. You can still see it in Launchpad or when you right-click on the Launchpad icon. The application itself is located in the Applications folder in your user folder.