After setting up a palette, how do I make it appear on the desktop?
There are four different kinds of palettes. Since you didn't say which kind you are using, I'm going to guess that you have created a palette for a Macro Group. You can make a palette appear using a hotkey, like this, when editing the Macro Group that the macros are located in:
There are three different options: (which do different things)
For more information read this page:
https://wiki.keyboardmaestro.com/Macro_Groups
If you are talking about one of the other kinds of palettes, please read this page and tell me which of the four types of palettes on this page you are talking about.
https://wiki.keyboardmaestro.com/manual/Palettes
The answer you want is probably on that page.
When you say 'desktop' do you mean as a widget?