would help us figure out your problem.
1. The Windows desktop does not appear anywhere on the Mac without you running Boot Camp or a Virtual Machine.
2. The Windows desktop and the Mac desktop cannot appear together unless you are running a Virtual Machine.
3. Why did you not consider it a relevant part of your question?
Let's assume you are running Parallels. You have a setting incorrectly set.
Possibly you have Coherence set. This makes Windows icons and programs appear on the Mac desktop.
Go to view and choose "Run in WIndow" (or something like that) and you will find that Windows runs in a window with its own icons inside that window.
If there is any other pieces of information you have neglected to tell us about, now would be a good time to rectify that omission.
P
When I add an icon to the Windows desktop (virtual machine) on my Mac, it duplicates on the Mac desktop. If I drag it to the trash, on one desktop, it also disappears from the other desktop. Somehow they are tied. Yet the box on "file sharing" is not checked.

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