Deleted pictures are still on my desktop and I can't get rid of them.

[Lilac Fields]

I downloaded some pictures from the web so I could zoom in more on them in the Photos app. When I downloaded them, I opened them from my browser and then deleted them in the Photos app. I didn't think they'd show up on my desktop, but they're stuck there. I can't drag them into another folder (they just stay where they are, but I can drag them around my desktop), delete them via highlighting and right-clicking, or by pressing Shift-Delete. These files don't show up in my Desktop folder either, as I've deleted them. Every time I've tried to delete them, an error message pops up saying "This is

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