ACL is like most other Magix products - non-destructive for the most part. You are doing a project. When you save, you are saving the project (extension is VIP) with all (or most) editing available for the changing or removing the next time you open the project. Do not put project files on your desktop, unless you don't mind them disappearing.
The final product is an export, not a save. File, Export Audio, and select the destination format, usually Wave, give it a filename and location, etc. Once you have it exported, you can put the WAV file on your desktop using Windows Explorer. However, I don't know why one would do this it just adds clutter to the desktop.