Can I convert data from my QuickBooks Online to use on my QuickBooks 2019 For Mac Desktop and how?How to import my data file from QuickBooks Online to my computer?

https://quickbooks.intuit.com/community/Help-Articles/Export-data-file-from-QuickBooks-Online-to-Desktop/m-p/186302

Unfortunately only works si dark for US versions. You will therefore be unable to directly export from QBO Canada to QBDT Canada 

There may be companies such as @BigRedConsulting or apps you can buy that will circumvent the Intuit failure to provide this basic feature for Canadian users.