KDE 4's revolutionary new desktop approach turned plasma - the desktop shell software - into a highly modular architecture that works entirely on plugins. What that meant for end-users is that KDE on a default installation does not show files in a ~/Desktop folder full-screen on the desktop like it works on Mac and Windows. Although you can show your files through a folderview applet, you can also configure a full folder to be your desktop layout.

You can right-click on your desktop, choose Default Desktop Settings, and change Layout to Folder. Once applied you can point it to any location on the Location panel.