Can Microsoft Authenticator Passwordless Sign-In be applied to Office 365 desktop apps?

Hi, yes, this should work the same way it does with web apps, all the common Microsoft desktop https://docs.microsoft.com/en-us/office365/enterprise/office-365-client-support-modern-authentication, since around Office 2013 (and mobile ones) understand modern authentication, so when MFA is required when adding your work or school account, MFA will be enforced natively (no need for app passwords).   This link goes through registration and overall experience (step 4 and 5 particularly):

https://support.office.com/en-gb/article/use-microsoft-authenticator-with-office-365-1412611f-ad8d-43ab-807c-7965e5155411

How MFA is enforced will vary depending on the licencing, this table has lots more info - https://docs.microsoft.com/en-us/azure/active-directory/authentication/concept-mfa-licensing#available-versions-of-azure-multi-factor-authentication.

With Conditional Access, you get the most control, which is part of Azure AD Premium and comes with Enterprise Mobility + Security, Microsoft 365 Business or Enterprise.  Otherwise, for the relevant Office 365 subscriptions (details in the above link), it works as so:  

"Azure Multi-Factor Authentication is either enabled or disabled for all users, for all sign-in events. There is no ability to only enable multi-factor authentication for a subset of users, or only under certain scenarios. Management is through the Office 365 portal."