Create an 'invisible' folder on your desktop

1. Right click where ever you want the invisible folder to be and select new > folder to create a new folder.

2. Right Click on the folder and hit rename. Erase the name of the folder so there is nothing there.

3. If you try to stop here windows will tell you that you need to
provide a name. So to get around this… with the name field still
active hold down alt and type 0160 on the number pad (make sure Num Lock is on), release alt and press enter

4. Now click on the nameless folder and right click. Select Properties.

5. Go to the Customize tab.

6. Find and press the Change Icon button. Scroll through the icons until you find one that has no image.

7. Hit OK and you have an invisible folder!

Note: this method will not prevent your files from showing up in Search results.