Hide all windows Mac OS
You can hide all of the applications that are running except for Finder. If you have no Finder window open you can hide all open windows, but the Finder application will be in focus with no window visible. It is not possible to hide Finder as it is like Explorer in Windows, it basically is the OSX environment.
As far as I know, the main way is just to "push" all of the windows off the desktop with the F11 key leaving only the desktop visible.
As per the Apple Support pages here there are three possibilities:
Show the desktop (hide all open windows) via F11.
Use Command + Option + M to minimize all open windows [to the dock].
Use Command + Option + H to hide all open windows except the one in focus.
As others have said, you can't hide the Finder environment (without modification).