Install Gnome Tweaks ("Tweaks") from the software center. In Tweaks, click the extensions tab. Find the extension "Desktop icons" and enable it.
If you do not find the extension in Tweaks, it might not have been installed during your upgrade. In that case, install it from software, or with the command
sudo apt install gnome-shell-extension-desktop-icons.
Background: In general, upgrading is not the very best way to update an Ubuntu version. An upgrade is not always without issues, in many cases small ones (like this probably), but sometimes major issues. That is why it is not possible to know whether your issue is due to the extension not being enabled, or the extension not being installed.
In 19.04, desktop icons are handled by a rather new Gnome Shell extension instead of by the file manager.