Then I thaught it migh be a problem of graphical display and I opened the terminal out of curiosity, and I found out that there is no ~/Desktop folder at all. What happened? What do I need to do?

Then I google the problem and found this is a very common problem after updates. To fix this problem, follow these steps:

You need to edit the ~/.config/user-dirs.dirs file, and make sure the contents of the file are like the following:

XDG_DESKTOP_DIR="$HOME/Desktop"
XDG_DOWNLOAD_DIR="$HOME/Downloads"
XDG_TEMPLATES_DIR="$HOME/"
XDG_PUBLICSHARE_DIR="$HOME/Share"
XDG_DOCUMENTS_DIR="$HOME/Documents"
XDG_MUSIC_DIR="$HOME/Music"
XDG_PICTURES_DIR="$HOME/Pictures"
XDG_VIDEOS_DIR="$HOME/Videos"

Then restart nautilus:

killall nautilus

or

nautilus -q

Then, open nautilus via Unity menu (press the Super key) or using the run command (Alt+F2)