When i send a link to a file that is stored in sharepoint it goes to the sharepoint site how do I just have the file open without going to sharepoint site
The most SharePoint files are stored in the DB. You can access it through Windows Explorer typing
\\yourSharepointUrl\DavWWWRoot (if you have persmissions)
Unless you store the file on your desktop, otherwise you have to SharePoint either view or download it.
Another Option is,to use the Onedrive for business and sync the document to you desktop for offline use. check this one
Or you can open the document with explorer and download all files then use