You have Zorin OS 16 Core.
It helps us to know Which Desktop you are using; since which method you use to solve the issue is dependent on which desktop you are using. Core uses Gnome desktop.
You might check Here:
I believe that Zorin OS 16 uses this extension to enable Desktop Icons (Gnome banned having Desktop Icons...)
https://extensions.gnome.org/extension/1465/desktop-icons/