How did they make the lfsword.com desktop??
is there software fore or something like that?

You mean how www.lfsworld.net is designed? It is just designed to appear like a desktop, not really a desktop, still a website. All made by hand by one guy

Or are you trying to get your lfsworld.net to appear on your own actual Windows desktop? If so, you'd need to enable Active Desktop in Windows.

For starters, have a look at the source code on LFSW - there's quite a lot, and that's only the simple stuff.

Still maintain, no matter how clever the new site is, the old one was easier to use.