Where can I find the little box on desktop that keeps some icons separate (they are also not auto arranged)?

I have an HP envy 14. Initially it had a little separate box on the desktop where you could put certain icons and they would not be arranged as the rest of the desktop. In other words, like a little separate dekstop area with its own arrangement. I seem to have lost this separate box. Can anyone tell me what programme this is or where I could find it?Where can I find the little box on desktop that keeps some icons separate (they are also not auto arranged)?
Right click on the desktop and uncheck auto arrange and align to grid