As Kautuk mentioned above, you can configure the Asset Link to connect to AEM dam directly on Creative Cloud Desktop applications.
But you users would need to have:
1. Federated ID (Marketing cloud account)
2. CC License tied to Marketing cloud accounts.
Also, if you have SSO configured on your AEM instance, you may need to do additional config which was not documented on Asset Link documentation yet.
I recently configured this on our AEM 6.4.1.0 instance. Let me know if you need any help!