The GNOME 3 DE is designed to be used without having icons on the desktop, so desktop icons are not supported on the standard GNOME 3 desktop environment. But for users who want to work with icons on the desktop, an alternative is offered. You'll have to log out and switch the user session to GNOME Classic mode. Log back in and now you are able to use desktop icons in GNOME DE.
You can enable Gnome desktop icons, whether you're on Wayland or Xorg. Open a terminal and enter the following command (for a more detailed answer, see my answer here):
sudo setcap -r /usr/bin/gnome-shell
Hope it helps. :)