A family of Microsoft word processing software products for creating web, email, and print documents.
"Opening the file directly in the client"
If by that you mean in SharePoint click Open -> Open in App then that just shows me the latest version of the file. How is that enabling me to view the changes made in an earlier version?
"Or you can open the file and click on Review-Vision"
If by that you mean "Review-Version" then there is no "Version" button on the Review ribbon tab in either the desktop nor the web app.