Display file format conversion panel on open in Word using this guide. Enable or disable this option using Word Options, GPEDIT, and REGEDIT.

However, if you create the file online and never save it to the desktop app, Microsoft 365 will always open the file in Word for the web. If you can’t make this setting stick, talk to your ...

When I open the page in Word and save as a Word doc, Word maintains the hyperlink to the image files rather than embed them into the doc.