Welcome ,I will give a full and clear answer to your question, please make sure to reply to any questions I have. They may be essential to my reply.
There is a file encryption setting in OSX security for Hard disk encryption . If used , no one can access the data unless they have access to the password XXXXX
The system is called file vault .
Does this help .
You can also do similar with just files stored on the Mac without using File vault .
you can also make a hidden folder for the desktop by editing the Icons and renaming , Can be helpful to tidy up desktop junk also .