On this verse, the Medrash teaches the following -
בִּשְׁלשָׁה דְבָרִים נִתְּנָה הַתּוֹרָה, בָּאֵשׁ, וּבַמַּיִם, וּבַמִּדְבָּר.
The Torah was given through three things: fire, water, and wilderness.
Outside of the traditional reasons given for these three things, we are going to elaborate on the deeper meaning of what it means that the Torah was given in the wilderness. The word wilderness implies a reality beyond the laws of nature, as is the way of life in the natural world, it's impossible for a person to thrive in the desert, as there is no food to eat or water to drink there. Furthermore there are deadly creatures that exist in the desert, like snakes and scorpions. Therefor, survival in the desert would be considered something beyond the laws of nature, as the desert was designed against survival.
And this is possibly why we are taught that the Torah was given in a desert, to teach us that by living a life with Torah, brings us to a level beyond the laws of nature, and as we've learned in the Holy writings of the sages that the Torah is indeed beyond the laws of nature, therefor, whoever attaches him/herself to the Torah, will just as well be able to personally live above the laws of nature.
As we see that at the time Israel received the Holy Torah it was in a barren desert with no water, and HaShem provided for them beyond the laws of nature with bread from the Heavens, and water bursting forth from the rock for them. And they had an extra elevation by being in the desert, since they were receiving food from the Heavens, the attribute of total faith was instilled within them, since the food would drop daily, just enough for what they needed, and they were not permitted to save the food for the next day, all they had was trusting in HaShem that tomorrow they would receive their sustenance from anew, and through this there was a total instillment within them of faith in HaShem.
Therefor the Torah was given in the desert in order to teach Israel that they have HaShem to rely on using the attribute of Bitachon/ Utmost trust in Hashem, and to not get to consumed with trying to make and store money, rather to delve into the Torah, and to trust that Hashem will provide for you what you are lacking, and Hashem will find you sustenance and income, as it says clearly by King David below!
but those who turn to the LORD shall not lack any good.