In the main menu at the top of your screen, go to File > Utilities > Import > Web Connect Files.
It's great to have you here today, @sheila15,
Yes. You can import a .QBO file in QuickBooks Desktop and I'm here to help you with that.
Perform these steps to get started:
Now you can browse your files and upload the .QBO data into the software. To know more about what file types you can import to QuickBooks, please refer to this article: Import/export overview.
Also, if you recently moved to Quickbooks Desktop from the Online version, you can easily move your data by exporting them. Here's an article to guide you how: Export data file from QuickBooks Online to Desktop.
Please let me know if you have other questions. I'm always here to help you. All the best!