Working with highlighted content web parts inside a modern page is really good. I have linked a document library inside highlighted content web part and it works really good.
Problem:
When I click on one of the files inside, it opens the file inside the web.
Is there a way so that when I click let's say a word the file, it would open it on the computer and not on the web?
This does not seem to be an option at this time. While a library can be configured to open files in the client, this option does not seem to be respected by the highlighted content web part.
As always, a user could select to switch to the client once the file opened in their browser.
You may try with list and file viewer web part with the connected webparts... in modern page this is the recommended way to view the file. User need to select the file from a web part and the selected file can be displayed in another webpart..... you may refer this below article.. here it is explained how this works and is configured.
https://global-sharepoint.com/2019/08/18/connected-web-parts-in-sharepoint-online/
Per my knowledge for now there is no way to set the web part open file in desktop apps. You may need to do one more click to open file in local after you open it in the web browser
