You don’t! Orba works as a standalone synthesizer and looper so you won’t need to connect to any software to play.
We do strongly recommend connecting to the desktop app (especially on initial setup) to update your firmware as we’re constantly refining and updating Orba’s feature set. You’ll need to use the app to change sounds and save songs, but Orba will certainly work as a standalone instrument, too.
Check out this article for more information on firmware updating.