Here’s a support article on how to connect the bank feed in QuickBooks desktop :  https://community.intuit.com/articles/1501482-get-started-with-bank-feeds

Resolution for '2017 Desktop issue: '2017 Desktop Trying to import a downloaded local QBO bank file. What is best way to do this?' available: Yes.

The 2017 Desktop issue or error code is a known issue in Quickbooks Online (QBO) and/or Quickbooks. Support for this issue is available either by self-service or paid support options. Experts are available to resolve your Quickbooks issue to ensure minimal downtime and continue running your business. First try to resolve the 2017 Desktop issue yourself by looking for a resolution described in the article. If it is a complex 2017 Desktop issue or you are unable to solve the issue, you may contact us by clicking here or by using other 2017 Desktop support options.

For more information about resolving issues related to 2017 Desktop in Quickbooks/QBO or to get support for the issue '2017 Desktop Trying to import a downloaded local QBO bank file. What is best way to do this?', click the link below: