desktop icons disappeared

I realize there are already a lot of threads about this, but all of my icons disappeared and I honestly don't understand some of the answers... I tried un-selecting desktop folders as many suggested and all that did was remove the few I had later manually added back on so i re-selected desktop folders. How do the files disappear from the entire computer without me deleting them? I feel like I've lost hundreds of photos because I had facebook photos saved on my desktop in a folder (I have deleted facebook) The photos are not in my iCloud for some reason either even though I have everything selected to backup there and pay for 50G storage so I know I'm not full.

I'm irritated with myself because I know part of the problem is I'm still adjusting to Mac from windows...