I don't know about the "desktop" of your Android. Normally, on Android, data files don't have icons or sit on the desktop. Most people keep their data files in folders on the microSD card of the Android device.
My favorite way to transfer files between my computer and the Android device is this (requires internet connection on both devices). On the PC log into the same Google account your Android device uses. Open Google Drive on the PC (go to Google.com, click the group of boxes upper right, choose Drive). Drag your PC files to the Google Drive. Then on the ANdroid device, open Google Drive, and download the files from Google Drive to your Android device. Then I would use the Android device's File Manager app (on Samsung is called MyFiles) and I would move the files to my SD card. I make folders on SD card like Pictures, Videos, Music, etc. If you have a picture you want to appear as the background on your Android desktop or lockscreen, you can now do that through settings.
If you do not have internet available on both devices, then instead transfer via USB cable. Connect the Android device to the PC USB port. Turn on the Android device. The device may ask if you want to access it as Mass Media - select yes. Now on the PC, open it as your would open a Flash Drive by exploring from the computer level of Windows Explorer. Now you can drag fieles from your PC to the window that shows the contents of your phone. Don't bother trying to drag programs/apps from the PC - they will not run on Android.