My only guess, since I don't know for sure, is that you are looking at a different workspace. You could try right-clicking on the desktop and if a menu opens look for options referring to workspace or window or desktop. Particularly those that say next or previous. Keep choosing next (or previous, but don't alternate), until you see your icons.
As well, Puppy seem to have some support options, listed on http://puppylinux.org/main/Get20more%20information.htm
, which may be more helpful to you