If you mean the virtual ones which the system places there, such as Computer, Recycle, Bin, etc, you can show/hide them by right-clicking the desktop, click Personalize, then click "Change desktop icons" in the left column.
If you mean the shortcuts (with an arrow overlay) made by yourself or program installers, you could either just delete them, or if you want to keep them for possible return later, open an Explorer window and drag them off the desktop into your own storage folder.