I am speaking for Windows, Mac and Linux uses cases in the following response:
As an artist, you will want to keep everything off of the desktop. Anything that's on the desktop will use RAM, which you will be needing for your art programs. (Even if you have tons of high speed ram)
Tucking stuff in a folder on the desktop is better, but will still eat RAM. The suggestion to use shortcuts on the desktop is correct for your use case. Shortcuts will allow you to drag-&-drop and access the folders as though they are on the desktop, but will not eat RAM.
Your Documents folder is a great place to store the folders themselves, as it is expecting exactly that use.
In the case of Mac and Linux, the RAM usage is less per item on Desktop, but uses more Video resources than Windows does to show the items.
To sum it up: Use the "Shortcuts" suggestion that was posted by Thoughtcrime.
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ASD: 178/200
NT: 30/200
EQ: 12/40
ADHD-IA: 9/9
ADHD-H/I: 9/9