Apple - How can I open a Finder window in Desktop without switching to another one?

You have several different options:

Create Finder Window with a Shortcut

While this doesn't solve your problem with the dock, using a keyboard shortcut can be much faster and can help in your workflow.

1. Activate Finder by clicking the desktop background
   (If the desktop is cluttered with windows, pinch out to clean it up and then click)

2. Use the New Finder Window shortcut: ⌘ + N

Disable Spaces Auto-Switching

Uncheck the Missions Control preferences checkbox to switch to a space with open windows for an application:

On a side note, this does not effect the Finder if you have the Assign to all Desktops option selected. Link Here

If you right click on finder in the dock, select "Options" then "All Desktops". All Finder windows will be available on all desktops all the time.

I think its solves the problem posted in the question if you select "None"

You can make a simple AppleScript application to put in your dock that will make a new Finder window in the current desktop:

tell application "Finder"
    make new Finder window to home
    activate
end tell