How to keep Desktop away from the iCloud.Because usually I loose most of my photos stored on desktop folders because the iCloud storage is over.

See the article https://support.apple.com/en-gb/guide/mac-help/mchl1a02d711/10.14/mac/10.14

Move items to your Mac and remove them from iCloud Drive

• On your Mac, drag items from iCloud drive to another folder in the Finder sidebar or on the desktop, such as Downloads, Movies, Music and Pictures. 
• The items are copied to your Mac and removed from iCloud Drive on all your devices set up for iCloud. If you change your mind, you can drag items back to iCloud Drive.

But this process will not reduce iCloud storage space .

If you uncheck the box of desktops and documents .

It will prompt the items from this desktop and the documents folder are available in iCloud Drive , to remove items from iCloud Drive , move them to your desktop and documents folder on this Mac , click on show in finder .

Again open system preferences > iCloud > iCloud Drive > the box of desktops and documents box is unchecked , tap over the box to get it rechecked , a circle rotates setting up the box gets checked .

You will notice a folder is created literally on the desktop , tap it a pop up window appears the items on this desktop on this Mac have been moved into a new folder called “ Desktops - Apples Mac book …( the name of Mac will be written in the existing desktop folder in iCloud Drive , you can combine the contents of these folders any time , click on show in finder .

Right click on the folder created on the Mac and move to trash , restart the Mac and empty the trash , but again the documents are placed in a right place in iCloud Drive as well in iCloud server .

By unchecking the box of desktops and documents - the files and documents created are invisible temporarily both in iCloud Drive and www.icloud.com but they are not deleted from the server and still occupying the space , you can check the box and use get info https://support.apple.com/en-in/guide/mac-help/mchlp1774/10.14/mac/10.14 and delete the desired documents any where from iCloud Drive or iCloud.com and restart the Mac and empty the trash .

See some articles to reduce the data https://support.apple.com/en-in/HT204247

https://support.apple.com/en-in/guide/macbook-air/apdb468896e0/2019/mac/10.14.5

https://support.apple.com/en-in/HT206996

https://support.apple.com/en-in/guide/system-information/syspf5a64aa6/mac

Disable Desktop & Documents in the System Preference for iCloud > iCloud Drive.

If the advanced option "desktop & Documents" is enabled, bOth the Desktop and Documents folder will be syncing with iCloud. You can still save documents in iCloud, if you move them to a folder on iCloud Drive, but your Documents folder and Desktop folder will be stored locally.