Some thoughts:
- In iTunes/Music you have to select the iPod and activate "Manually manage music and videos" and confirm it.
- You should now be able to drag compatible audio files from your desktop directly onto the iPod in the Music.app sidebar.
(The same probably works via Finder depending in your version of macOS)
Option 2
(or if you want to manage the music before transferring it onto the iPod):
- If you start iTunes/Music with the Option key (⌥) pressed, you can select/create a new library. By default iTunes/Music will always open the last library selected that way.
- To avoid the music from your desktop being copied again to your iTunes/Music folder, make sure to unselect "Copy files to iTunes Media folder…" in the iTunes/Music settings before adding music to it.
- Then you can manage the music and create playlists etc specific for the iPod.
- You can now either sync your library to your iPod (or parts of it) or select "Manually manage music and videos" to drag and drop individual albums/songs from your library onto the iPod.
On your Mac, use multiple libraries and switch between them.
support.apple.com