Yes - download DPP.
It's free and has minimal distraction between you and getting the job done. Once you are more familiar with the process and how it works for you, you can look at other 3rd party software such as Affinity, but for the moment, keep it simple.
You can skip this step all together and just set your camera to shoot JPG (either JPG alone and RAW+JPG if you want one copy of each). JPG are viewable by all computers, so no further conversion needed. There are a lot of opinions on this, but if you're starting out, or a seasoned professional, JPG is a viable option - don't feel that you have to shoot RAW - very few people actually do for 95% of pictures they might take.