Your Phone App on Windows 10 - First Use
You use the app on your phone first then connect to your PC following the info given to you by the app. Both apps need to be running. Then you can use the PC app to use apps on your phone or copy photos and videos. It will not copy from your "secure folder" however for obvious reasons.
In the screen shot you see me playing a game from my phone with it. I also sent a text with it. You are supposed to be able to make calls as well (if you have a mic or a webcam).
I'd kind of like to see it work the other way as well, where I would be able to use apps from my PC on my phone, but this is actually handy if not just for getting photos and video off your phone.