Delete photos from Desktop
There are a lot of possibilities. 

Firstly, you can try to press the undo keys: cmd + z (this probably will not work).

Otherwise you can try to use the Terminal, in the particular case you don't want to delete photos one by one. From the Terminal if you can run the following command: rm ~/Desktop/*.extension where extension stands for the extension of your pics. So for example if all the photos are JPEG you can run: rm ~/Desktop/*.jpg.

Please note that the use of this command will delete all the files in the desktop with the .jpg extension. So if you have even only one photo that you want to save from the desktop, you can't sue this tool.