If you want to open in the Brave browser a document link for excel or word directly with the windows app, you have to:

1. open settings

   brave://settings/download

2. Disable “Vor dem Download von Dateien nach dem Speicherort fragen” / “Ask for location before downloading files”
3. Click on a document link
4. Open download journal on the right upper site
5. Click right mouse key on file with the extension and choose “Dateien dieses Typs immer öffnen” / “Always open files of this type”