How can I open a Finder window in Desktop without switching to another one?
You have several different options:

Create Finder Window with a Shortcut


  While this doesn't solve your problem with the dock, using a keyboard shortcut can be much faster and can help in your workflow.



Activate Finder by clicking the desktop background
(If the desktop is cluttered with windows, pinch out to clean it up and then click)
Use the New Finder Window shortcut: ⌘ + N  


Disable Spaces Auto-Switching

Uncheck the Missions Control preferences checkbox to switch to a space with open windows for an application:


On a side note, this does not effect the Finder if you have the Assign to all Desktops option selected. Link Here