How to copy files to a folder on the desktop?

The problem is that the desktop (homescreen) on an android phone doesn't work like the one on a PC - there's no equivalent directory like (C:\Users\Username\Desktop) where files will show up on the homescreen.

The way to go about this on android would be to create a shortcut that told your file manager to open at a specific directory on the sdcard. If you search 'Astro' in the market, that's a file manager that allows you to create shortcuts in that way. Just find an empty space on your homescreen and press and hold on it, then pick shortcuts >> Astro and then pick your folder on the sdcard. From then on, clicking that shortcut will open astro at the folder you chose.