Web to App link associates your app with a website so that when someone opens a link to your website, your app is launched instead of opening the browser. If your app is not installed, your website opens in the browser as usual. Users can trust this experience because only verified content owners can register for a link. Users will be able to check all of their registered web-to-app links by going to Settings > Apps > Apps for websites.
For more info about web to app linking, consult docs.microsoft.com and blogs.windows.com