Win-based Applications or windows based applications are developed in windows operating system. So every program you run in your windows is a windows based application like MS Word. The question is why we are using this term. Well, if a programmer or developer wants to introduce himself/herself, s/he said I am a win-based developer or web-based developer.
You can run win-based applications on your computer (Windows) locally there is no remote access to them.
Microsoft Visual Studio  offers several ways to develop Windows-based applications that run locally on users’ computers.
What is a difference web based application and windows based application?