Is it possible to open a file in a Remote Desktop session locally?
For example, I have a Word document in the remote session and want to open directly to local without downloading. Would this be possible?
I don't think this is possible.
(I am kinda wishing this answer could get voted down as being wrong as it would be a handy feature, especially when the remote machine does not have word or excel) but I have been using RD for years (maybe decades?) and have never seen or header anything like this).
There is an option to allow you to share your local drives and hence you can access them when you are inside the remote desktop session, but not the other way around.
If the computer you are connecting to is on your local windows network and you have the appropriate permissions, it may be possible to access it using standard windows shares.
Otherwise, I think you have to copy the file to your local hard-disk and then switch back to your desktop and open the local copy. Since this is a copy, you have to copy it back to the remote computer if you make changes, and also make sure no-one has changed the file in between times.