What version of Premiere Elements and what computer operating system? You have a few other threads awaiting follow up, and consequently that information
is not available elsewhere.
What is your specific export...
and Presets = MP4 - H.264 1920 x 1080p30 or something like that.
But what specifically are you entering in the Save In: field of the dialog that includes the Save button to initiate the export process.
Are you saving it as a file to the Desktop or to a specific folder on the Desktop? Have you given the export a distinctive file name?
The screenshot shows the Save In: to the Desktop as a file.
I have no idea of your background with the program, so I ask these questions so as to take nothing for granted.
If the computer Desktop is crowded, as mine often is, it is easy to have difficulty spotting a file save to the Desktop.
We will be watching for your follow up.