Hi   ! If you have saved a file in e.g. the Downloads folder: click on it's icon; then click on 'Copy to', after which you click on 'Desktop' (in the left panel). Look on your desktop   .......

I don't seem to have the "Copy to" when I click on the item - both left and right click.

Unfortunately this is in Dutch, but: left of that big red <big>X</big> it says 'Kopiëren naar' , which means 'Copy to'.   Click on it, and a dropdown menu will appear, and there you just click on "Desktop'.