Running application on Client

Mani000When you say "install an application on a desktop" are you, for the sake of example refering to applications like Word or Excel that are installed on the desktop itself? It this is what you are refering to then it sounds like you are after application presentation software, for example:

https://azure.microsoft.com/en-gb/pricing/details/virtual-desktop/

This will allow you to present the "Desktop" application as though it were installed locally on the machine, but infact is running on a server somewhere else.

There is a lot of infromation on https://docs.microsoft.com/en-us/azure/migrate/ that may help migrate your physical OS to the cloud, or it may be better to spin up a new VM instance with clean OS and start over.

In terms of presenting the application from your exisitng desktop, RemoteApp may be the way to go.