How to show my application as referral in WordPress Stats

It is not possible to directly set a referrer. See: https://stackoverflow.com/questions/14235377/http-referer-and-bookmark

You can still track this data by passing a parameter in the url and then listening for that parameter in WordPress. For example, you could set the parameter from_desktop in the url, so your url would look like www.example.com/page-slug/?from_desktop=1. Once you’ve got this going to the correct link, you need to capture that parameter in WordPress. You’ll need to hook at an appropriate time, init perhaps, and then test the URL to see if your parameter is in there with either $_GET['from_desktop'] or $_REQUEST['from_desktop']. Once you have determined the parameter is there, it’s up to you to track it.

Basic code:

add_action( 'init', 'wpse177648_url_check' );
function wpse177648_url_check() {
    if( 1 == $_GET['from_desktop'] ) {
        // Came from the desktop app. Do logic here.
    }
}