I downloaded an app on my phone and transferred it to my MacBook Pro and I got a file of the app. Whenever I click on it, it says the app already exists in my iTunes library and do I want to replace it. How do I open the app so I can use it?
The iPhone (and other mobile devices) run iOS, which is a different operating system to OSX which is the desktop operating system for your Macbook. Any purchases you make and download on your phone are only able to run on your phone (or other iOS device, potentially). While you can transfer them to your Mac (
Transfer Purchases in iTunes) this is intended for backup purposes, not to allow you to run it on the Mac.
Slightly confusingly, the App Store on your phone, has a similar equivalent for desktop Macs call the Mac App Store, but the contents are different - even for an app that is available in both, they will be 2 different apps for each operating system and require 2 separate purchases.
The fact that it already exists, is probably because you have got the setting set to automatically download purchased items from the iOS App Store onto your Mac for backup - this is often a pointless step, as you can always re-download for free directly from the (either) App Store anyway, but for large downloads like games I suppose it can decrease the time needed to re-install depending on your circumstances.