It’s a work segregation option. Suppose, you do many things at once like listening to music, browsing websites, and even software development. You can click Task View Icon in the Windows Toolbar. . Once you click on this icon, or you click Windows Key + Tab, you will see a new desktop link on the right side of the screen. Click that to create a new desktop.
Once on the new desktop, open a browser say Chrome. Click the Task View icon again, come to Desktop 1 and click on other application, say Media Player. Now, you can have both applications running on separate desktops. Pressing Alt + Tab will show you all the applications to switch over like a single desktop. To create a new desktop, you can use Windows Key + Ctrl + D also.
You can move an application from one desktop to another. Click the Task View icon, right click on the application visible, click on Move To –> and select your desktop.
If you re-start the PC now, desktops remain but the applications on them are closed.