When you select the “Windows Spotlight” option as the desktop background in the Personalize settings page, Windows 11 adds a desktop icon named “Learn about this picture.” The “Learn about this picture” is a shell folder (special icon), when double-clicked, opens the Bing Images search results page for the current desktop spotlight wallpaper.
The special icon has three more options in the context menu, namely: “Switch to next picture,” “I like this picture,” and “Not a fan of this picture.”
To get rid of the “Learn about this picture” Desktop Icon in Windows 11, follow the instructions in this article.