If you Option-click on any thumbnail in the library you can drag it to the Desktop and get the original version of the photo. Just clicking and dragging the thumbnail will give you the edited version or the preview version of the photo.
You should be able to drag and drop from anywhere in the library except from projects, i.e. books, slideshows, etc.
If you've enabled the iCloud Photo Library and have selected the option to have only optimized versions on your Mac then you'll have to download the full sized version from the iCloud Library before you can drag or export to the desktop.