Published Report

Hi Nags , Any Change made report on power BI service won't reflect back directly in power Bi desktop app.

This can be possible using recently launched Power BI Desktop developer mode (.pbip and .pbir format) and git integration. You can pull the changes made on services in your desktop app using this feature. Using this multiple developers can also collaborate on a single report.

Additionaly, If you don't want to use Power BI Desktop developer mode then you can follow the below method:
Any changes you want to make in your power BI report, first make it in desktop app and then publish the report. it will replace the older file.

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You could do it that way, but I would recommened organising your PBIX files. Saving them on a SharePoint site or OneDrive is a better choice. Presuming you have an Office 365 setup. I'll explain

• Create a folder on a SharePoint site that you or your team uses.
• Tick this folder and click on Add Short Cut to OneDrive. This will now sync with your folder system on your Laptop or Computer
  
• Save your PBIX file to this folder on your laptop. It will then sync with SharePoint onlinealso after saving. This allows you then to access from another Personal device later or your Team can access it. It will also create a shortcut to the file, when you right click on the Power BI logo, the report will appear there
• Using this system also activates SharePoint's versioning of files. So if you want to roll back to a previous versions, you can download that version or replace the current version with an older one
  

  Hope this helps