First, note that in most cases what is on the desktop is not the file or folder itself, it is a shortcut to the file or folder. A shortcut is just a pointer to where the file or folder is located. If you delete the shortcut, the pointer is gone, but the the file or folder is *not*.
Do the icons you are concerned about on the desktop contain a curved arrow? If so they are shortcuts. If they don't have the arrow, they are presumably *not* shortcuts, but are the files themselves.
So if you delete a file or folder that is not a shortcut (one without an arrow) you are actually deleting the file or folder itself. The way to remove the file or folder from the desktop without removing it itself is *not* to delete it. Instead, move it elsewhere on the hard drive.
By the way, in my view, you should never put a file or folder itself on the desktop. You should put nothing there but shortcuts. If you have a mixture there of shortcuts and actual files and folders, you have created an invitation to accidentally delete something you need, thinking you are only deleting a shortcut.