For every document libraries, If you want to have your document being open from native application or web browser, here are the steps:
1. from the Ribbon, go to Libraries -> Libraries Settings.
2. Click on Advanced Settings
3. look for a section call Opening Documents in the Browser.
4. Choose Open in the client application OR Open in the browser.
5. save it.
Also make sure enable Permissive form Browser File Handling under Web Application General Setting from the Sharepoint Admin Central.