Just set up a new computer with Windows 11 and usual method when downloading music is to create a folder on my desktop and download music to this folder then tidy up the files etc by right clicking on the track scrolling down the menu to “Edit ID-Tag” before transferring to my NAS.
It’s a long time since I’ve touched windows, but I think that Read Only icon suggest there are various permissions set under that folder for different users.
I’d go to the “Tidy Music” folder, go to properties like you did for Desktop, but this time try clicking on Advanced, and there may be an option there to set User permissions recursively.
Or as HH suggests, try a different folder rather than Desktop