Where to display reset link content?

I am working on a desktop application and when the user requests a password reset link they got it in an email.

Now I am wondering where should I display the content of that reset link (setting new password and so on). If it was a web app - no problem, but here I have a desktop app with a small log in window before it takes the user to the full size app.

Should I take the user to the app's page (although there's no page so far and I'm not sure if there's gonna be) or should I direct them to the new screen on this small window, just display a form to set a new password?

It's just that I think I haven't come across a situation where a reset link does not direct a user to a webpage, but somewhere else and that's why I am a bit confused here.