The Thinka Companion app is the app that you use to configure HomeKit on your phone. It uses the devices and rooms on your Thinka to create your Home in HomeKit and to keep it in sync. Otherwise you would have to configure all devices one-by-one and put them in their rooms with Apple's Home App.
Furthermore the companion app can help you find your Thinka on the network and see its status. It can also help you enable remote access for support.
You can get the Thinka Companion App from the Appstore.
The Home App you will use to control your Home, so that's what you'll use probably daily. The Home App is preinstalled on your iPhone or iPad.