Installing games on the computer you're accessing through Parsec can be a bit confusing. Essentially, think of Parsec as a window into that second PC. When you connect to it, you'll land on your Desktop or whatever program was open. From there, you can install games like you normally would via Steam, Blizzard, or any other program.
CLOUD GAMING PCS
If you're parsecing into your cloud machine, you should log in to your Steam or Blizzard account and download your games normally. Once they are installed, they will be saved to your computer's hard drive. If it's a cloud machine you rented through Parsec, that hard drive will persist as long as you maintain a positive balance with Parsec. You have to pay a daily storage fee for your hard drive based on the size of the hard drive that you bought when you built your cloud gaming PC on Parsec.
Please note that the Microsoft Store is not available on the operating system installed on the cloud machines that Parsec offers - Windows Server 2016. Unfortunately this isn't our choice!
Windows Server 2016 is Windows 10 for servers, and looks very similar, but is missing things like Microsoft Store.