There seems to be no way to reorder the teams in the desktop application (the order within the tab strip at tthe top of the application window), other than deleting and re-adding the teams in the desired order. It would be useful to be able to reorder the teams in the settings by dragging, or directly in the tab strip.
I created a feature suggestion for this, please vote: https://mattermost.uservoice.com/forums/306457-general/suggestions/15771343-allow-reordering-teams-in-desktop-application