OS X Yosemite multiple desktops with different files
Yes you can. Mac refers to the extra desktops as spaces. You can create up to 8 extra spaces I think and you can control them from Mission Control. The control key plus a digit will make that particular space active.

if you go to Mission Control (probably in your doc) a window opens showing all the spaces across the top. There is also a plus sign. Clicking the plus sign creates a new space. I find spaces very convenient. I have a space set up for one app and another space for a different app.