Where to save saved data

[John and Diane]

Hi
New to gnucash.
Notice there are many saved data files on desktop after each use of 
Gnucash. If I put them in a folder named 'Bookkeeping", the next time I 
try to use gnucash, I get a message the program can't find the data on 
the desktop. How do I know what files to leave on the desktop and which 
ones I can put in a folder and which folder? My desktop is covered in 
the backups at this moment.
What is the correct way to save all these many, many files so the 
program can find the data?
I only use this for keeping the checkbook and credit card ledgers and 
reconciling them. Not a business.
Thank you,
Diane