Desktop testing:
Desktop application runs on personal computers and work
stations, so when you test the desktop application you are
focusing on a specific environment. You will test complete
application broadly in categories like GUI, functionality,
Load, and backend i.e DB.

Web page testing:
Web application is a bit different and complex to test as
tester don’t have that much control over the application.
Application is loaded on the server whose location may or
may not be known and no exe is installed on the client
machine, you have to test it on different web browsers. Web
applications are supposed to be tested on different browsers
and OS platforms so broadly Web application is tested mainly
for browser compatibility and operating system
compatibility, error handling, static pages, back end
testing and load testing.

Please correct me if i am wrong..!!

Regards
Sudhir (Working in a MNC)

Thanks Sudhir.If anyone know more than this then plz tell 
me.