In my mind Construct is very game-oriented so not sure it's the best tool to make desktop application.
BUT as it handle the graphical part of making windows, canvas etc... Sure you can use it for desktop applications (yes I say two different things in two sentences hehe). So i've not seen specific tutorials for applications but you can use the one made for games to have some generic mechanics (see this thread for a lot of examples : http://www.scirra.com/forum/viewtopic.php?f=8&t=8169).
Make an hello world application is so simple that i think no one has done it (but the ghost shooter tutorial explain how to write texte so). But if you want one :
1) Create a new directx application
2) Right click on the layout and select "Insert an object"
3) Select the text object and add it in the layout
4) Just double click on this text object to edit the content and put "Hello world".
5) Launch the application, it's done.
You can also see some user creations to have examples this one : http://www.scirra.com/forum/viewtopic.php?f=4&t=8295 is an array editor that can be used for a lot of things and there's a lot of other ones.
I think the most important thing to begin with construct is to understand how works the events, so you have to see the game tutorials for this even if you don't want to make games.