How can I open terminal windows in different desktops?

You can go to the new Space and right on the Terminal icon in Dock, then select New Window option there.

On macOS when you left click on an icon it activates the app and automatically switches to the Space where the app is opened.

First, go to System Preferences > Mission Control and make sure the first three options’ check boxes are unticked as in the attached image. If you’re using multiple displays, go ahead and check the box next to the 4th option (you may try keeping this option turned off, it really depends your personal work-flow).

Now make sure the app you want to assign a Space to is dragged and dropped into your Dock, in this case Terminal.app -you can remove it from your Dock when you've confirmed it has an assigned display or Space.

Lastly, right-click (or CTRL-click) on the Terminal app’s icon from your Dock and hover over “Options”. Under “Assign To”, select the display and/or Space that you want to assign it to.