Command prompt

For instance, if you wanted System.Xml.Linq.dll ....

C:\windows\assembly\GAC_MSIL\System.Xml.Linq\3.5.0.0__b77a5c561934e089\System.Xm\
l.Linq.dll

c:\windows\assembly\gac_32.............

First, the GAC on a SharePoint server is C:\windows\assembly, not Winnt
\assembly. Second, be aware that copying  the dll's to your desktop
won't make them usable. They wil only run on the server. You can copy
them to your desktop  so that you can reference them in Visual Studio,
but that code can then only be run on the Sharepoint server.

Why do you want to copy  them to your desktop?

Right I was just throwing an example out

You can make a substistute to c:\windows\assembly and then use explorer to
explore the gac. Use run->CMD, SUBST z: c:\windows\assembly. Z: now holds a
mapping to the gac  and you can explore it (i believe most of the custom  dll
are in gac_msil

Follow these steps.
1. Run "cmd".
2. Type "cd\" to go to the root.
3. Then type "CD C:\Windows\Assembly" and enter.
4. Then type "CD GAC_MSIL" and enter.
5. Then type "CD <name of your dll>" and enter
6. Then type "CD <version of your dll>" and enter (eg: "CD 1.0.0.0" and
enter). In fact, you can use your TAB key to get the details.
7. Once you reach until this, type, "COPY <dll name> <destination path>"
and enter. Thats it. Your dll will be copied to the destination path.

I found the below link very useful in getting the copy of dll from gac:

www.tipscentre.net/.../...L-From-GAC-Assembly.aspx

Hope this helps.