Mendeley Desktop is the old version of Mendeley. Mendeley released a new version of the sofware in 2020: Mendeley Reference Manager.
Mendeley Desktop will continue to be available for a while, but the software will not be updated. The library introduction will therefore focus on Mendeley Reference Manager.
If you choose to use Mendeley Desktop you can follow the instructions below. You find instructions for Mendeley Reference Manager in the menu to the left.