Hard drive icon

The screen in your screenshot is not of Finder Settings or Prefences.

Open a Finder window or click on a blank part of the desktop.

Look for the word "Finder" near the top left of the menu bar at the top of screen and click that word in the menu bar.

Click Settings (or Preferences) in the menu that drops down.

Click General in the group of 4 icons at the top of that window.

See:

Finder menu > Settings (or Preferences pre Ventura) > General (at the top of the Settings window) > Show these items on the desktop.

Choose Settings from the Finder menu, click on General, and check the box for it.

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