There is an issue with Microsoft 365 which is affecting the shortcut icons to Microsoft applications. When users go to click on the application shortcuts they do not work. This is a general Microsoft issue affecting multiple regions. Microsoft are currently working to resolve.
Click the Windows Icon on the bottom right of the screen -
1. Scroll till you find Office.
2. Then Apps - You can then launch your desired desktop app from here.
Using the Online version of Office 365 here.