That’s my app.
The Homey Community Store app by Max is the one that’s installed by the store. That’s required to install apps from the store. If you don’t have it then the store can’t install apps.
I have heard that a few users somehow got a test version of the app that doesn’t work. You should have version 2.2.1. If you have an earlier version then try to uninstall it and reinstall it from the store.
For Windows it is an installation program (.exe) but it is signed so should be accepted by Windows, etc. When you run it, it installs the Homey app via a CLI command line so Homey must be on the same network as the PC.