I recall having to download a player, but do not see one on my system. I access DirectTV via their web page in Safari, and I use a 3rd party internet service. I am running Big Sur, not Monterey. When I select a show it pops up in its own window.
Update, I just loaded it on a new laptop (M1 Air) running Monterey. I did not download a player. It did open program in it own window.