Hi 1234x,
Thank you for using the Apple Support Communities! I understand when you select a file on your desktop, it is opening in iTunes, and you would like to know how to change this. I am happy to help.
When you open a file from your desktop, you can choose which app to open it within, and you can also permanently change the app used to open a file as well. Check out this article for more guidance on how to accomplish this action: Choose an app to open a file on Mac - Apple Support. Be sure to select your appropriate macOS version from the drop down menu in the top-left corner.
Best regards.