I heard that MonoGame is a replacement for XNA but i do not know how to open the desktop project.
Specifically, what workload should I install to be able to develop MonoGame projects on Windows?
MonoGame v3.7.1 doesn't officially support Visual Studio 2019 but that's only because it doesn't install the Visual Studio Project Templates in the right place.
There are number of workarounds to this issue including this one by uranusexplorer:
I could not find templates for VS 2017 anywhere, so I had to install VS 2017 to get them. Leaving them here until there is support for Visual Studio 2019 in the official MonoGame installer.
Download MonoGame Visual Studio Templates
Unzip to
Documents\Visual Studio 2019\Templates\ProjectTemplates\Visual C#
Funnily enough, I actually created a MonoGame Hello World project on github recently for this exact reason. If you just want to get started you can download that project and open it in Visual Studio 2019.
Alternatively you can create a MonoGame .NET Core project which will also work in Visual Studio 2019.