RetrieveModel only puts model into session. However RetrieveModel ignores path. You have to use RetrieveModelWithOpts method instead. Note to use right path to your file. There is no such path as c:/desktop/xxx.prt. Path to desktop is always c:/<user_name>/desktop. This code will load model from path to session and than displays it in the new created window.
ModelDescriptor md = pfcModel.ModelDescriptor_CreateFromFileName("c:/users/<user_name>/desktop/xxx.prt");
RetrieveModelOptions rmo = pfcSession.RetrieveModelOptions_Create();
rmo.SetAskUserAboutReps(false);
Model model = session.RetrieveModelWithOpts(md, rmo);
Window window = session.CreateModelWindow(model);
model.Display();
window.Activate();