While at the Desktop type Command+A to select all items and drag them to the Trash. Open the Trash and drag all items you don't want to delete back to the Desktop. Then empty the trash.
In the future if you plan on exporting lots of photos to the Desktop always create a new folder to export them to. Each item on the desktop is considered to be a Finder window. Too many of them can bring the Finder to its knees. Users have reported that accidentally dumping a great number of photos to the desktop has frozen their Mac. They had to reboot their Mac into Target Disk Mode, access it from another Mac in order to move all of the files from the Desktop into a folder.