Just like you need a a BitTorrent client in order for your computer to understand and use BitTorrent and magnet links.
There are dozens of them out there for every operating system,
but Wikipedia has a good list
of all the major clients available.
Every client has a different set of features, and picking one is a matter of personal preference.
We recommend using qBittorrent
It’s free, fast, feature-rich, opensource, and works on every operating system.
Android user may use this free Bittorent client