You should be able to see some of your desktop above, below, or to the side of your browser’s window.
You don’t need to highlight the URL first if you are using Internet Explorer or Safari.
If you’re using Internet Explorer or Safari, you can also click and drag the Google icon that’s on the left-hand side of the URL bar instead. On a Mac, you can place the shortcut on your Dock by dragging it onto the Dock, waiting for a space to appear, and then releasing it.