If you wanted to control your sound bar from your phone, you'll need to install the Samsung Smarthings app. That's what it's telling you to download.
For Samsung Smartthings; it's your hub for connecting your Samsung devices together.
In order for all your Samsung products to work together; you need to have your devices signed into the same Samsung account, and those devices also need to be connected to the same wifi network in order to see each other to work seamlessly.
I hope this answers the question for which app you need.
