SharePoint -MS-Word Open in client application

ref :

https://techcommunity.microsoft.com/t5/SharePoint/Open-in-client-application-when-sharing-link/td-p/202872

You can't set Shared Links to open directly in Client Application. You will have to manually create a link in below format and share it to open in client application.

The following will open in the client directly:

https://someurl.sharepoint.com/sites/site1/Shared%20Documents/WordDoc1.docx

This link will prompt user to open in client application  

ms-word:ofe|u|https://someurl.sharepoint.com/sites/site1/Shared%20Documents/WordDoc1.docx

one more :

http://www.sharepointdiary.com/2015/11/open-documents-in-client-application-in-sharepoint-2013.html