Linux, unlike other mainstream operating systems utilizes desktop areas. Desktop areas allow you to keep a well organized system when you have many tasks to perform at one time. Just like adding a new desk when you have too much on your original one, areas allow you to move to another desktop area to launch more programs. The desktop areas are controlled by the window manager but GNOME is aware of them. You can set the number of areas within the configuration of the window manager you are using. A fully GNOME aware window manager will have a capplet within the GNOME Control Panel so check there first if you do not know how to configure your window manager.
IMPORTANT: Most window managers will give you the option of having multiple desktops which are different from desktop areas. The default setup of GNOME and its default window manager is to have desktop areas. This is because you can experience problems with some drag and drop functionality in older applications such as those which use Motif. You will also notice that the GNOME File Manager will only control the desktop which it was launched on so you will have to launch more File Managers if you wish to use the desktop on multiple desktops.