A desktop font is designed to be installed on your computer for use with applications such as Microsoft Word or Adobe Photoshop. Desktop fonts often have special OpenType features that give the user flexibility in designing with them.
A web font is a specially tuned font for use on websites using the CSS @font-face declaration. The Fontspring web fonts have no OpenType features and often have extraneous glyphs removed. A web font comes in four flavors. A TrueType file, a WOFF file, an EOT file, and an SVG file. Each one is designed to target different browsers. You will need all four when using web fonts to build a website.
Fontspring web fonts cannot be installed for desktop use.