Hi @Martin_Fiala, first of all: welcome to the community 
I’m sorry to hear you’re running into trouble here. The n8n desktop application would open a tunnel between your local n8n instance and n8n.cloud (this tunnel is described here for the self-hosted n8n version). This allows a locally running n8n instance to receive external signals without having a public IP and the respective network configuration around it.
So during the authentication process it’s normal to have a redirect URL pointing to n8n.cloud (something like sneaky-snail-123.hooks.n8n.cloud). You might get asked for n8n.cloud credentials in the process - these will be automatically generated by the n8n desktop app and can be read as described here by @Jon:
Hope this helps! Give us a shout if you run into any problem with this.