so at the moment they are duplicated, Identical on both screens?
If you go into Display properties by right clicking empty part of desktop and selecting "properties" , click on settings tab and if you then select the new monitor - usually no 2 - and click checkbox "extend desktop to this monitor" and apply, you will get two seperate desktops.
Bare in mind that not all games are geared for multi display systems so you can often get graphical glitches on your desktop or in thegame if you alt tab to the other desktop .