You don’t need to install anything in order to use Office 365.
To easily connect your desktop version of Office 2010 and 2007 to Office 365, Microsoft provides Office 365 customers an installable piece of software – called Office desktop setup – at no charge.
You can find and install Office desktop setup in your Office 365 administration centre. If your plan includes a subscription to Office 2013 applications, you will also be able to install that directly from the Office 365 administration centre.