Hi Pablo,
I would like you to inform that Desktop.ini is a system file which deals with common folders such as Downloads, Documents, Pictures, and Music etc. When a change is made in these folders, Desktop.ini is updated.
Removing the file will cause issues with the Operating System and so it is not recommended to remove the files. The desktop.ini file by default has the System, Hidden and Read-only attributes assigned.
If you want to stop these messages, go to Folder Options through Search click settings and you will see Folder Options, click it and the View tab and scroll until you see " Hide protected operation system files (recommended) and put a check in the box.
Hope this answers your query. You can write back to us for further queries/issues related to windows and we will be glad to assist you further.