This can sometimes be tricky for a font novice, but it is essential that you know which one you need as they will only work for the specific job they are designed for.
Desktop fonts will be downloaded and installed on your computer for you to able to use within Microsoft office and other programs (maybe Canva or Adobe Illustrator) that you use.
A webfont, however, is designed specifically for use on a website. It goes in to the coding of the website design (using the CSS @font-face declaration). Webfonts have different formats specifically developed for use on the web. You usually get all of these different webfont file formats with any webfont purchase, so you will have all you need to add then to your website design.
Typically, a designer would purchase a desktop font and then create some designs on their computer. When they are happy with this and they start to build and code their website, they then need the webfont file to bring this to life. In the same way, you will also need webfonts for any HTML5 digital ads, as these also use coding to bring the design to life.
(Note - although this may seem a little confusing, selecting the correct usage you need for each font on ilt will ensure that the correct file types are delivered to you)