You can work in Teams through a browser, but you can also choose to download and install the application on your computer. It makes good sense.
When using Teams in a browser without having it installed, you will be encouraged to install it as an application from time to time, but if you have missed it, you can always click on the Download app icon in the lower left corner of Teams .
Then simply follow the installation guide.
The app is available for PC, Mac and Linux machines.