The Desktop usually means a folder in your Home folder, and it may be copied to iCloud Drive. The Desktop is what you see in the background when you push the F3 button. Do you in fact mean pictures you see using the Photos app? Those are from the Photos Library which is stored in the Pictures folder.
If you mean pictures in Photos and you're using iCloud Photos, then those Libraries are synchronized-- that is, they are exact mirrors of each other. iCloud is a Synchronization Service-- it makes the Libraries on our devices exactly the same. If that's not what you need, then you may not want to be using iCloud Photos.
Let us know what your really need, and we may be able to help. In the mean time, see this:
Understanding iCloud Photos - Apple Community
You may also want to see
Basic Concepts and Terms About Photos - Apple Community