The application is not available in the Windows store to which the headset is linked. You have to install SteamVR to access it. According to some people it works more or less well and according to others it's not great.
MR headsets are apparently not yet up to speed with Steam. I would encourage you to do some research before jumping in and risk being disappointed.

Personally I would advise you to go for a VR headset (Oculus Rift S which is very good for example, see the Oculus Quest).