Hello acayir,
It looks like you have a question regarding iCloud Drive, specifically at what's being sync'd to your iCloud Drive and what isn't. From your screenshot, it looks like your Desktop folder is being sync'd to your iCloud Drive. You may want to change that so folders aren't being sync'd automatically.
Take a look at this article with steps here:
Upload and download files from iCloud Drive on iCloud.com - Apple Support
"Upload files
In iCloud Drive on iCloud.com, do either of the following:
- Drag files from the desktop or a folder window on your computer to the iCloud Drive window or a folder icon in the iCloud Drive window.
- If you drag to a folder icon, it becomes highlighted to confirm that the item you’re dragging will go into the folder.
- Click in the iCloud Drive toolbar, select the files you want to upload, then follow the onscreen instructions.
Some apps, like Pages, Numbers, and Keynote, have their own folders in iCloud Drive. You can only upload a file into an app’s folder if the app can open the file."
Regards.