A family of Microsoft word processing software products for creating web, email, and print documents.
It usually isn't a good idea to move the actual document file to the desktop -- it's too easily deleted. You can put a shortcut to the document on the desktop, which is safer.
Right-click the document file in the library. Click Send To, and then click Desktop (create shortcut).
To open the document in Word, just double-click the shortcut icon on the desktop.