New to Mac. Have a question using PS

Hi;
Just bought my first iMac. It's a 27" i3 base model. Very happy.

I have PS5 Extended.

When using PS5, I want to have PS sort of get "locked" on the screen, where the only way to navigate away from PS, would be to use an icon. WHat keeps happening, is if I click anywhere within the PS workspace, it takes me to the finder screen, and out of PS.

Is there a way to stop me from exiting PS every time I click inside the workspace?

Also, is there a way to have PS open with a desktop background in PS? It defaults to whatever background I have on the iMac, and it could be a bit confusing. Of course the logical, is to change the iMac screen to something neutral, but I was just wondering.

Thanks