You can build a cross-platform desktop application using Go and Wails by following the tutorial provided. The application will have features such as viewing public repositories and Gists, creating new Gists for authenticated users, and navigating through different sections of the app using a navigation bar. The application uses React and Ant Design components to provide a visually appealing user interface. To get started, you need to create a new Wails project by running `wails init -n github_demo -t react` and then follow the instructions provided in the tutorial to build the backend and frontend of the application. You also need to add authentication using React Context API, Ant Design icons, and Prism.js for syntax highlighting. The application uses Go and web technologies such as React and Vue to create a cross-platform desktop app with native rendering engine.