You may have a virus.
A program called explorer.exe controls the display of your taskbar and desktop icons. If for some reason it goes missing (you may have killed it using Task Manager, for example, or something more sinister like a virus has deleted it from your processes), then try this first:

1. Open Task Manager (press Ctrl+Alt+Del, then click Task Manager).
2. On the Applications tab, click New Task at the bottom right of the window.
3. Type explorer.exe, then click OK.

If nothing sinister caused it to disappear, it should all come back as it was and you can stop panicking, breathe a sigh of relief, and continue working.

If that doesn’t work, then try this:

1. Open Task Manager (press Ctrl+Alt+Del, then click Task Manager).
2. Go to the Processes tab.
3. Click on the Image Name column header to sort the list alphabetically.
4. Find all explorer.exe processes — select each, then click End Process for each one.
5. On the Applications tab, click New Task at the bottom right of the window.
6. Type explorer.exe, then click OK.