Rather than a "desktop", are you trying to say that Android doesn't have a file explorer?

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If so, then it's true that most Android roms don't have a proper explorer (or they have one but it's terrible).

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You can download many good file explorers on the Play Store, free or paid. I personally prefer ES File Explorer Pro.

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Once you have a good explorer, you will see that emulators do actually create a system folder on Android, same as they do on Windows.

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Assuming the emulator doesn't create one automatically, I usually create a folder named isos / games / roms in the emulator folder. Just put your roms there.

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I hope I understood your question correctly.