Yes, there is always the possibility of getting this done. Most of the CMSs have a good interface for interaction with http and other standard requests. If you are planning on developing a Desktop application, it can easily be communicating with the joomla server side with such standard protocols and get the effective management suits right into the desktop. But considering the general way of dealing with Content, there should always be cross platform support and “anywhere accessible” interface. So it is very rare for the CMS to come along with a tied-up Desktop application.