I do not want my files on my desktop to go to iCloud Drive

It sounds like you wish to continue using iCloud Drive but not have the contents of your Desktop and Documents and folders included in the files that get stored in iCloud Drive. Contrary to the advice given previously, quite simply all you need to to do is turn iCloud Drive syncing of Desktop and Document off.

If you turn off Desktop and Documents, (System Preferences > iCloud > iCloud Drive - Options) your files will stay in iCloud Drive in the cloud and a new folder is created on your Mac where the files you have stopped syncing will be written to.

If you don’t want the files to remain in the cloud and/or you have doubts about the automatic recovery of files to the new folder you might do the following instead...

Create a temporary folder in your home folder and move all your documents there from iCloud Drive. (this step removes the files from the cloud and moves the files on your Mac in one step.

Once complete turn off iCloud Drive for Documents and Desktop (System Preferences > iCloud > iCloud Drive - Options) and move your documents from the temporary folder to the appropriate locations (Documents/Desktop) and delete your temporary folder.

It sounds like you still want to use iCloud Drive, but just selectively. In that case, create a new folder in your home folder. Something like "Local Documents" would do. Then put files in there that you don't want to have in iCloud. So your Desktop and Documents folder would be iCloud, and your custom create called "Local Documents" would be for things you only want on your Mac, and not stored in iCloud.

Do you mean iCloud Photo Library? The library you are using is either the system library, meaning it is your iCloud Photo Library, or it is a local library, meaning it is not. All pictures in your iCloud Photo Library will be in iCloud.

If you are doing pro shots it may be useful to have them in separate libraries, one for each shoot. But those would be local and separate and you can only look at one library at a time.

Hold down the Option key, launch Photos. Then you get a menu where you can create a new library. This is also how you choose which library to use. Make sure you switch to the correct library before importing new photos!

Is there a way to create the same system for photos, within the same library, or is it easier to just create a second photo library?

Create a new Library is how to do that.