I want to export photos from my photos albums to desktop folders I have on my desktop

Hi

If you are exporting, then of course you have to tell photos where you want to export to. If you want to speed that up, put a shortcut to your required desktop folder in the sidebar of finder. (Drag the folder to the sidebar under favourites)

For the filename: when you export - in the first pane, you can select filename - use title.

Select the photos in the Albums

Go File -> Export. Make your choices about the size, naming and so on then select a destination folder.

That's it.