I missed the shortcut of my desktop folder from the finder. It could be easy to access the desktop through the finder as I showed in my screenshot. Pls follow the following link for illustration
Well, when I access the desktop, sometimes attaching docs / saving files at the desktop requires performing more actions.
Desktop wouldn't be in that section (Locations) as that is for external drives and network locations. It would be under either Favorites at the top, or iCloud (assuming you have your Desktop in iCloud Drive).
It looks like you have Favorites "closed." Move your pointer next to the word "Favorites" in the left sidebar. Is there a small arrow that appears? Click it to expand the "Favorites" section.
If you still don't see it under Favorites, then go to Finder, Preferences, Sidebar and make sure there is a checkbox next to Desktop.