Documents, Desktop and Picture folders are just moved from the user folder into the user folder\OneDrive folder.
Other than that it work exactly the same.
OneDrive also always has a local folder. Usually in your user folder.
You can blame a lot on OneDrive, but this isn’t one of them.
You do at least have some shortcuts on your desktop, right?
Otherwise, why have a desktop?
You can open a picture if you want to look at it