It is an extension of what we have in mobile, being necessary to synchronize the same way we do with the web version: scan the QR code and see the conversations , but being native apps has a number of specific resources, such as better notifications and shortcuts.
Still you need to have whatsapp running on mobile, they are not independent applications (such as telegram), but will no longer consume resources of browser.
Comment on the company blog the installation process:
To download WhatsApp Desktop, please visit whatsapp.com/download/ from the browser on your computer. After downloading, open the app and scan the QR code using the application on your mobile phone.
Keep in mind that you can not have two open sessions on two different computers, and we'd see the same message in the Web version, giving the option of closing the previous session to open a new one.
Of course, content synchronization is maintained: everything you write in Mobile, Windows, Mac or Web version will always be updated.