Virtual desktops on a Mac are Spaces. Press ⌃↑, or swipe up with three fingers, for Mission Control: every window on the current desktop laid out, and the desktops along the top. Click the + at the top right to add one, hover a desktop and click its x to remove it.
Moving around:
- ⌃← and ⌃→, or a three-finger swipe left or right, switch desktops. That is Win+Ctrl+Arrow.
- Drag a window to the top of the screen in Mission Control to move it to another desktop, or drag it to the edge of the screen and wait.
- An app in full screen (the green button) becomes its own desktop, which is why a full-screen app "disappears" when you switch away.
By default macOS reorders the desktops by most recent use, so they never stay where you put them. System Settings → Desktop & Dock → "Automatically rearrange Spaces based on most recent use" turns that off.