Icloud

If you mean that you want to access those files, see the following from Add your Desktop and Documents files to iCloud Drive - Apple Support

In the Finder, you'll see your Desktop and Documents folder in the iCloud section of your sidebar.

If you mean that you want to turn off Desktop and Documents and return files to their original location, see the following from that same link:

Turn off Desktop and Documents

When you turn off Desktop & Documents Folders, your files stay in iCloud Drive and a new Desktop and Documents folder is created on your Mac in the home folder. You can move files from iCloud Drive to your Mac as you need them, or select all of your files and drag them to the place you want to keep them.

1. From your Mac, choose Apple menu  > System Preferences. Click Apple ID, then click iCloud. On macOS Mojave or earlier, choose Apple menu  > System Preferences, then click iCloud.
2. Next to iCloud Drive, click Options.
3. Deselect Desktop & Documents Folders.
4. Click Done.

If you turn off iCloud Drive or sign out of iCloud, you have the option to keep a local copy of your files that are in iCloud Drive. Whether you decide to keep a local copy or not, a new Desktop and Documents folder is created in your home folder. If you choose to keep a local copy, your files in iCloud Drive are copied to a folder called iCloud Drive (Archive) in your home folder. Then you have the option to move any files that were in your iCloud Desktop and Documents, back to your new local Desktop and Documents.

I'm having the same issue. Only this just happened randomly when I hopped on my computer this morning (I did not recently touch my I cloud settings, the only change was a recent upgrade to Catalina). Selecting "store documents in I cloud" (on the advice of one poster), put my work files back on my desktop but these files were created on my computer and should not just disappear because something is wrong with I cloud (I did not select "store documents on I cloud" for a reason!).

Do I now need to make a backup of all items on my computer to disable I cloud? I really don't want to use this anymore if it is just going to hijack work files off of my desktop when I had not authorized Icloud to touch these files. I assumed that if I did not include documents when I set up I cloud to store photos and other junk that I cloud would not be messing with my desktop work files.