Pilot reported descending to the wrong airport; resulting in a CFTT event. Tower Controller at the intended destination airport advised the pilot and they continued to that airport.

Narrative

While in descent from cruise altitude (7500' MSL) en route to RDM; spotted the Prineville; OR; airport S39 to the north of our flight path. This airport is 12 nm northeast of RDM. Began to maneuver toward S39 to continue descent and to avoid terrain to the left of our position (terrain obscured our visual acquisition of RDM airport).We were diverting from our intended destination; due high X-Winds into RDM so were task saturated and late selecting an approach into our Garmin 530 for a back-up to our intended visual approach to Runway 29 at RDM.In contact with RDM tower some 15-20 miles out and cleared for visual to Runway 29; later clears to land Runway 29 but not in sight by tower. The S39 airport has similar runway layout. While we were keying in on S39 the crew was becoming skeptical of S39 at the same time RDM tower advised us we appeared to be approaching the wrong airport (we were 2.5 miles east of S39 at about 1300' AGL but not yet established in the traffic pattern. Continued on to RDM and landed with no traffic conflict.Momentary loss of SA (Situational awareness) due task saturation and delay in setting up GPS Navigator for an extended runway center line to aid SA. Terrain; and lack of familiarity by crew of area contributing.