Step 3: Download Held app from the app store to install it on your PC. Step 1: Download and install this app to your PC to play and view Held on Windows & Android. Step 2: When you start the app, first you need to select the video you want to watch. Step 3: After you select a video, you will be given the option to share the video with others, add more videos, edit or delete. If you wish to play an app and watch it later on you can download it on your phone or tablet on the Internet and play it on your PC.