Localstorage is one way to do this. Essentially you want to store a variable on the computer that can be read when returning to the site. There's a few examples of this here: https://forums.tumult.com/search?q=localstorage
This wouldn't generate a URL, but would give you a way to check (on subsequent visits) whether the user has visited a scene, pressed a button, or anything really. No URLs are required, and you can have localstorage variables written after every action, scene change, or whenever you want. Upon returning to the site, you take a look and see what localstorage variables have been written, and perform a certain action. If you just want to take the user back to the last-visited scene they were on, localstorage can help you there. If they switch browsers, or clear their browser cache, their progress will be lost.
Another method is to actually do user accounts, but this requires server-side programming, a user database, passwords, and all that jazz.