In Linux, the virtual desktop is part of the KDE environment. When using OS/2 or Windows, you need a Freeware program doing that.
The Windows Freeware Desktop Twister creates four buttons in the Windows taskbar, numbered from 1 to 4. Clicking with the right mouse button to one of these buttons will show a menu where you can move a window from one virtual desktop to the other.
For OS/2, there are many different virtual desktop utilities.
I think pmvDesk is the most useful of these programs. It is Freeware, small, stable and there is only the functionality you really need.
Sometimes, a window stays invisible. In this case, use the OS/2 hotkey Alt-F7 and move the mouse. This should restore the window.
Here you can download PMVD025.ZIP, the size is only 25 kB.