I'll share some important details about transferring your data.
When exporting your data to QuickBooks Desktop for Mac, you will need to download the trial version of QuickBooks Desktop for Windows. This is to convert the files from your QuickBooks Online account. Before doing so, please take note that there are limitations when converting your data. This is to prevent any error during the process.
For the process, I've got these articles that includes the step by step instructions where you can download the free trial and start exporting your data: