You’ll need to connect your headset to your pc initially. For Oculus Headsets this can be done wirelessly using Airlink or Virtual Desktop. For other headsets, a phyiscal wired connection may be needed to plug into your computer’s graphic card. after plugging your headset in, you should install Steam on your PC. On-screen instructions will prompt you if you have your headset connected.
Do you have SteamVR Base Stations 1.0 or 2.0?