Power BI Desktop is the free version of Power BI, while Power BI Pro is the full version of the software. Power BI Pro is a paid edition and you need to purchase an individual license to be able to use it. Like, if you have an organization of 15 people, you will have to purchase 15 individual licenses for each one of them to use the application. This edition obviously has more advanced features as compared to the free one, such as embedding Power BI visuals into apps, dashboards, unlimited viewing, native integration with Azure Data Services and other Microsoft services, and more.