Dear PMPG,
Please change the Library setting, so any document stored in the specific library by default opens in the desktop application. For this follow the steps below:
- Go to the document library where you have stored the document.
- Click Settings (gear icon) on the top-right, select Library Settings>More Library Settings.
- Click Advanced settings.
- On the Advanced Settings page, in Opening Document in the Browser, select Open in the client application.

The above steps will affect the specific library, if you want to set OpenInClient feature for the entire site collections, follow the steps below:
- Go to Site Content > Site Settings.
- On the Site Settings page, under Site Collection Administration, choose Site Collection Features.
- On the Features page, for the Open Documents in Client Applications by Default feature, click Activate to enable the OpenInClient feature (documents will open in the client application).

If you need any help, let us know. We will look forward to your reply.
Sincerely,
Neha | Microsoft Community Moderator