As well as supporting Windows 10 apps and games Windows Mixed Reality also supports Stream VR meaning you can play a vast selection of VR from Steam on your headset. With the latest SteamVR beta and a recent Window 10 Redstone 5 build there is improved integration between the systems.
With SteamVR beta and Windows 10 build 17672 or later you can now directly launch SteamVR apps and games directly from the all apps list in Windows Mixed Reality. Just press the Windows key, select All Apps and it will bring up your Windows apps and your SteamVR games, which is much better than trying to launch the games from the Windows desktop of the SteamVR home.
Another improvement is the SteamVR dashboard is now available from the quick actions button in WMR. Quick Actions were introduced by Microsoft in build 17672 and can be triggered by pressing the Windows button while in mixed reality.