Why does the desktop photo application rotate my photos 90 degrees?

I have attached an image. The folder my photos are stored in is located below the Desktop and Screensaver app.

Notice that the orange arrows point from photos that are properly oriented in the folder they are saved in, but for some reason they are rotated when the desktop app pulls them up.

Does anyone know why this happening and how I can correct it?

Thank you for the help 🙂

Michael