You should be able to set the Windows file type association for the .spl extension to the Winview application (typically found in C:\Program Files (x86)\RJS Software\winview.exe). You can configure the list of file associations in Control Panel>Programs>Default Programs>Set Associations. If local spl files are already launching with Winview but the SharePoint spl files still open in the browser, then there may be a SharePoint setting "Open Documents in Client Applications by Default" that might need to be enabled and configured for these files by a SharePoint administrator.
