Migration from Quickbooks Online to Quickbooks Desktop can be straightforward and Intuit does have good documentation on the steps that can be found at the links below. The basics of the process are as follows:

Log Into QBO
From the company file initiate the export process.
Download the "Desktop Migration" Tool and Install
Continue through the export process in QBO
Choose what to download
Supply the info to notify you when the download is ready
Receive an email to download the export file
Open Quickbooks Desktop
Run the Migration Tool, choosing the export file and creating a new Quickbooks desktop file.
Wait for migration to complete, making sure you are responding to the Permission request

This is a high level overview of the general steps, for detailed steps, see the links below:

Intuit Detailed QBO to Desktop Migration Steps:

https://quickbooks.intuit.com/learn-support/en-us/help-article/import-export-data-files/export-convert-quickbooks-online-data-quickbooks/L0tKtLwhn_US_en_US

Desktop Migration Tool FAQ

https://quickbooks.intuit.com/learn-support/en-us/help-article/import-export-data-files/quickbooks-desktop-migration-tool-faqs/L9u3Tyv6p_US_en_US?

Troubleshooting

There are known issues when running this process which can cause the import to fail with a 1009 General Failure: Unknown Error result. In this case, there are two things you can try as a resolution to this very frustrating issue. This is characterized by the process running and never presenting the Application Permissions Dialogue outlined in the detailed steps. It just hangs for a few minutes then presents the general error.

Resolution Option 1

Go to Help > QuickBooks Desktop Usage & Analytics Study
Click on Discontinue
Close QuickBooks
Re-Open and Try Migration Tool steps again

Resolution Option 2

1. Run Quickbooks as an Administrator

2. Right click on QBO Migration Tool and select properties > go to the compatibility tab > Select Run as Windows 8 > Click ok to save changes

3. Run QBO Migration Tool as an Administrator

4. Select QBXML and click on import

5. Follow the prompts

Note, on both of these resolutions, it can appear as if the same problem is occurring, but should eventually present you with the permissions dialogue and then continue the import process. Just be patient!