Desktop objects removed ?

Hello, Im a new Mac user. I've got myself a Mac Mini for animation purposes. And so far i'm loving it! But i ran into a problem today.

There were 2 icons on my desktop to run the applications i often use. But today after start, the icons on my desktop were gone. The folders are still on my system but the desktop has completely nulled itself. Does mac do that itself? Or do i have virus of some sort .

I don't really use my mac for browsing so it's actually not possible. I have even installed an antivirus software even though i have read that mac attacks are ultra rare. Can someone answer this ?

Those two files were old games i've downloaded. After running those files, there was a window asking me to to drag the image on the corner of the window to desktop. I did as told. And i always run those directly from desktop where they were because it was quicker to do so. The games are still on my system, just the objects removed from desktop.

I have my animation software and tools installed on the application screen. But the games also wasn't placed there. But actually what you said about dmg files might be the case. Because i didn't really run a usual installation for them.

After shutting it down and starting it again. The objects were on the desktop. I didn't do anything to resolve this :S.

Thank you for all your responses