New Finder Window in Desktop 2

I have a Finder Window open in Desktop 1.

I move from Desktop 1 to Desktop 2.

Now, I want to open a New Finder Window in Desktop 2.

If I click on the Dock's Finder icon, it will bring me back to the Finder Window open in Desktop 1. The only way I can open a New Finder Window in Desktop 2 is by two-finger-clicking on the Dock's Finder icon and click on 'New Finder Window'.

Is there a way to set this up: no matter what other windows are open in other desktops, if I am on Desktop 2 and want to open a New Finder Window I just have to click on the Dock's Finder icon?

Thank you so so so much, Alex