Back on your PC, launch the Remote Play App and click Start. It'll ask you to log-in using the same details you're using on PS4 (same PSN account), put in your details and wait a few moments and ...

So you'll need either a laptop or PC. Download the Plex media app center from the official website. Install the app. Run the app. Setup an account.

Before you read on the instructions on how to download games via your PC or the PlayStation app, make sure “Remote Downloads” is enabled on your console first.