You install Steam on your PC - not sure if you have to also install SteamVR (separately), you choose some games which are compatible with the Rift and install them. You make sure in your Oculus app that in Settings, General you have ticked Unknown Sources - then you should be able to play them.
You just need to install the game on your computer, it doesn't matter where ^^. Only one thing to do : in the Oculus Software, get in Parameters/General, and tick "unknown sources". Then, just run the SteamVR game. To be clear, you need to have installed both the Oculus software and SteamVR. Then, you just launch your game.
