There's no real way in which you can explicitly run apps on the client's computer (that would obviously create a huge amount of security holes, as you can imagine ;))
So, the only thing you can really do is offer a download link to a filedocument that the client can click on. I believe the 2.5 runtime will also be able to explicitly trigger downloads, so that users don't have to click on the button.
In addition to the previous answer, the upcoming appstore will contain a widget to display documents directly in the client. For documents that can not be shown by the browser, a download will be triggered automatically.