You've stored your Lightroom Classic Catalog on your Desktop. When you open LrC these files are created to accompany the catalog and provide functionality. When you close the catalog they should disappear.
To avoid this, the catalog and its constituents could be moved to a folder on your desktop so that you don't see the ephemeral files when the catalog is open.
With Lightroom Classic closed you would need to move in unison:
and potentially yourcatalogname smart previews.lrdata into a new folder.
After moving all of the files into the folder you would double click on the .lrcat file in that folder to open Lightroom Classic to the correct catalog and afterwards it will remember the new location.