Jitsi Videobridge vs Jitsi Desktop?

What are the main differences?

Jitsi Desktop is deprecated, so presumably it is best to start with something else. If so, what would this be?

On a Windows system, for example, what would you install? Would this differ from a GNU+Linux based system?

There are both different products and serve different purposes. One is a desktop app, the other is a server component.
What is your goal, what do you want to achieve?

Thanks, damencho. One thing to achieve is using the new replacement, whatever that is, for the desktop app, which is being deprecated.

The goal would be to have a regularly scheduled video conference. It would be nice to have access to some of the extra features that are available, if downloading a client makes that easier.

If you want a video conference the Recommended it to use jitsi-meet. The desktop client for using jitsi-meet is just a browser Chrome for the time being, updates for improving experience with them is comminig this or next week.
If you want to use a desktop client for jitsi-meet you need to look at https://github.com/jitsi/jitsi-meet-electron.