iCloud on the road ...

I would not have advised turning on the Desktop and Documents option without fully researching and understanding it.

Once it is turned on, your Desktop and Documents folders are moved. See the "Find your Desktop and Documents files on all of your devices" section of Add your Desktop and Documents files to iCloud Drive - Apple Support

If you decide to turn that option off, see the information below from Add your Desktop and Documents files to iCloud Drive - Apple Support

Note that the first 2 paragraphs below are for just turning off Desktop and Documents while the 3rd paragraph is for turning off iCloud Drive completely -- what happens to your files differs depending on which you choose to do.

Turn off Desktop and Documents

1. From your Mac, choose Apple menu  > System Preferences. Click Apple ID, then click iCloud. On macOS Mojave or earlier, choose Apple menu  > System Preferences, then click iCloud.
2. Next to iCloud Drive, click Options.
3. Deselect Desktop & Documents Folders.
4. Click Done.

What happens when you turn off Desktop and Documents

When you turn off Desktop & Documents Folders, your files stay in iCloud Drive and a new Desktop and Documents folder is created on your Mac in the home folder. You can move files from iCloud Drive to your Mac as you need them, or select all of your files and drag them to the place you want to keep them.

What happens when you turn off iCloud Drive or sign out of iCloud

If you turn off iCloud Drive or sign out of iCloud, a new Desktop and Documents folder is created in your home folder. You also have the option to keep a local copy of your files that are in iCloud Drive. If you keep a local copy of your files in iCloud Drive, they're copied to a folder called iCloud Drive (Archive) in your home folder. You can move any files that were in your iCloud Desktop and Documents to your new local Desktop and Documents.

Any changes (additions, deletions, edits) made to iCloud Drive should automatically sync with iCloud and with all other devices where iCloud Drive is turned on. See information in Set up iCloud Drive - Apple Support and Access and manage files in your iCloud Drive - Apple Support

Yes, it would. If you use iCloud Drive on your Mac and have desktop and documents sync. Visit settings > Apple ID > iCloud Drive and select options to select what syncs automatically. Any changes you make to the desktop document or in the cloud will reflect across devices.

Any file in your documents folder or on your desktop will sync if you select that setting. Otherwise, only the information appearing in "iCloud Drive" in the finder will sync to iCloud. This is helpful if you want to sync some information but keep your documents only accessible on your Mac. In my experience, it's much more handy to sync everything for any of a number of reasons; access across devices, in case of loss or theft of a device, and just to have things handy pretty much anywhere.

I see ... I just tried it out for half a second: I checked and, immediately, unchecked the «Documents and Desktop» option (System preferences>Apple identity>iCloud Drive>Options) and, without even noticing, iCloud Drive began to sync. Even the unckecking didn't stop the sync.

Once completed, all my Desktop files and folders were moved to a new folder at the root level of my user folder and named «Desktop/iMacIntel».

What and why is that for ... and how do I undo that ?

Funny behavior.

Your files and folders should not move from your desktop or documents folder. But, you should see a new "iCloud Drive" in the sidebar in finder. You may need to go to preferences in finder to tag the drive. Inside the drive there are shortcuts to documents and desktop if you have that enabled. I'm not seeing anything similar in my root directory, just the usual music, movies, downloads, etc.

And how do I select the folders I want to sync ? Can I specify, in some way, the folders I want from the ones I don't ?