No, you cannot (at least not using that technology): Mendix is fundamentally a client-server application, where the server executes logic (modeled in the microflows).
Theoretically, you could convert your Mendix app to a Java app, using the Mendix SDK and from there convert it to a Java desktop app, if such a conversion exists. However, converting a Mendix app to a fully working Java app is probably so much effort that you’re better off writing a desktop app.
Since you are saying convert a “Mendix web app”, I hope this will help you.
When you go to sprint.home.mendix.com and select your application. You can then choose one of the following on the top right side of the page (edit app arrow down, see image).
Mendix Studio – which is the old web modeler
And Mendix Studio Pro. Which is the desktop modeler.
If you actually mean to deconstruct it into html/css/js then I'm not sure. I know you can convert it into java sourcecode file(s) and open your project in Eclipse though.