There are five major deserts in the U.S. and all are located in the southwestern part of the country.
Great Basin Desert
Chihuahuan Desert
Sonoran Desert
Colorado Plateau Desert
Generally, deserts would be located in the southern US
The Mojave, Chihuahuan and Sonoran Deserts are hot (tropical) deserts. All others are cold winter deserts.
Florida has no deserts.
There are no deserts in Massachusetts.
Connecticut has no deserts.
Quebec has no deserts.
Maine has no deserts.
Australia has many, many deserts. Its capital is Canberra. Chile has deserts. Its capital is Santiago. Egypt has deserts and its capital is Cairo. Algeria has deserts and its capital is Algiers.
No, not all deserts are surrounded by deserts.
Nearly the entire state of Nevada is covered by deserts.
Korea has no true deserts.
Hawaii has no true deserts.