I found the answer: https://www.reddit.com/r/onedrive/comments/gbyuqo/how_to_stop_onedrive_from_syncing_my_desktop_icons/fpee93a
Click on OneDrive icon on taskbar --> More --> Settings --> Account --> Choose folders --> untick Desktop
OR
Click on OneDrive icon on taskbar --> More --> Settings --> Backup --> Manage backup --> Disable desktop sync