Can I set up each space to be a different file location? I have five spaces that I use regularly. I was wondering if there was any way to link each space to a different location; for example, Space 1 would be Users/Me/Desktop, and the others would be locations of my choice, i.e. folders that I have created. Is this possible?
It's not possible to achieve multiple desktop locations.

Spaces are not a replacement for desktops. On Stock Mac OS there is only one desktop per user and multiple spaces "above" the desktop.

Additionally it seems there are no tools to achieve this either with Spaces or independently.