At CES this year, ASUS, Acer, HP, and Lenovo all announced that they were going to bring Amazon Alexa support to their PCs. The digital assistant, for the most part, was only for select devices with far-field voice microphones, but now it's available for everyone.
The Alexa app is available from the Microsoft Store now. You'll need to be on the Windows 10 April 2018 Update (version 1803), and it runs natively on x64 and x86 hardware. That means that if you've got a Windows on ARM PC, it should still work, but it will run in emulation.
The app supports modern Windows 10 design features too. It uses Fluent Design elements like Acrylic, and it has a dark mode that reflects your system settings. Unfortunately, it doesn't have complete feature parity with the Alexa mobile apps; for example, you can't choose between different wake words.
You can use Alexa on your PC to do anything that an Echo smart speaker can do, and if your PC has far-field voice microphones, it works the same way. You can have it play music from your Amazon Prime account, read a book from Audible, turn on your lights, tell you the weather or news, and more.
To download Alexa from the Microsoft Store, you can find it here. It's available in the U.S., UK, and Germany, with more markets planned for 2019.