URL to open a PDF file from cloud in desktop app

I keep my PDF files on Microsoft OneDrive. I would like to insert on OneNote page the link on the PDF file and I need that Acrobat Reader desktop will be opened when I click on the link.

I was able to insert a URL on OneNote page but it opens the document on the web.

Is there any way to have an URL that will open PDF file in Adober Reader desktop?

Thanks in advance.

Slava