This SharePoint tutorial will demonstrate how you can set SharePoint to open files in the respective desktop applications by default. To set SharePoint to open in desktop app by default means that when opening Microsoft Word, Microsoft PowerPoint and Microsoft Excel files that are stored in SharePoint, they will automatically open in the respective desktop app. This tutorial is seeking to answer the question: how to open SharePoint files in desktop app by default. Note that this cannot be extended to PDFs unfortunately.
Check it out here.