Many people prefer to access their Google Drive files through their computer's file structure rather than through a browser window. In comes Google's Drive for Desktop (once called "Drivestream" and before that something else.. Google doesn't sit still.)
This application is their answer to the Dropbox app. An advantage of Google over Dropbox is that Google assumes that you'd like your files stored in their cloud. It works well if you're offline (if you plan ahead) and, like Dropbox, it can sometimes hiccup with variations in Internet access.
Google Drive Desktop shows two of the three sections available to you in Google Drive - My Drive and Shared Drives. Shared with me is only visible on the web version. Details about each section are available here (link opens in a new tab).
It is usually best if you follow the manufacturer's instructions for download & install: