I'm currently working on a productivity desktop application for Windows and Mac.
For the Mac version I will distribute it through the Mac App Store.
What is the most popular place to sell a desktop application for Windows?
My app is built with Adobe Air (Compiled to a .exe) and runs on Windows 8 classic, 7, Vista and XP.
(The price for a license key is 40 USD) I was wondering if Amazon would be a good for it?
Usually, it is best to go where your customers are.
People love ecosystems like familiar stores (amazon, Apple AppStore, Google Play). They already have accounts there, their credit card is already known to the system and they don't have to re-enter it.
Many times in my life I wanted to buy software but hesitated because I didn't want to give my credit card information to some unknown website.
The Microsoft store sounds like the place for you, but they may bulk at an AIR application. I believe they're gearing the store (just like Apple does with Mac/iOS software) to their own development ecosystem of .NET/XAML.
If you can sell on Amazon, i'd go there. more people are likely to trust the 1-click purchase there more than any website you'll privately set up for your app asking them for their credit card number.
The Windows desktop market predates app stores by at least a decade and a half. Where do you buy your Windows desktop apps? Where do your friends buy theirs? The vast, vast majority of on line Windows desktop sales are made the same way. A customer googles (or Bings) a search for a specific product, goes directly to the product web site, and makes a purchase there.
There are other places to sell your software- we sell ours every place we can. But the Microsoft app store might sell 1 copy for every 1,000 we sell on our web site. And our Amazon software sales are 1/100 of our direct web site sales.
Build your product web site. Get a merchant account or use a order processing service like fastspring. Start selling.