I have several files of the type (home and desktop):
As far as I understand some are used by programs . Logically, when they were installed there, shouldn't they be somewhere all this together? (like appdata on windows) .
Can I fix this or do I need to delete the apps and install them correctly, and if I need to how do I configure it to not do this and populate my desktop from .something .
I have deleted some of them and some programs are not working. 
Thank you!
Those files should be hidden, press CTRL + H
Anything that appears on your Desktop is a symlink - you can tell by it having the little Arrow Emblem on it.
You can hide or reveal the folders with a dot in front of the name by hitting ctrl+h
If you removed .var, .ssh, or .wine... Then you cannot expect many different programs to work correctly.
The .cache folder will reassert itself.
The .var and .ssh should not be removed.
You can remove .wine if you have Uninstalled Wine.
If you are using Wine and removed the .wine folder... then you must reinstall Wine.
So I can't prevent them from being created; I can just hide them;
Correct. The only prevention is to not install the software. This is exactly the same as being unable to prevent the creation of folders for installed software on Windows.
it's how computers work.
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