Recently, WhatsApp introduced WhatsApp Web through which the service could be accessed using any web browser as long as your phone was connected to the internet. This step made a lot of sense, but the experience isn't as good as that of a native app of the computer.
Yesterday, the company announced native Mac and PC apps, making WhatsApp Web more accessible and easier to use. The WhatsApp desktop apps are essentially a single window of (a stripped down version of) Google Chrome that loads up only the WhatsApp Web URL. This means you’ll still require your phone to be connected to the internet to make it work, and you cannot use this app while using WhatsApp Web on another browser.
These drawbacks aren’t significant though, because the desktop app is only meant to improve the WhatsApp Web experience. The app allows for native desktop notifications and well as support for native keyboard shortcuts. Moreover, your chats will remain encrypted as they are sent through your phone.
You can download the desktop client here: https://www.whatsapp.com/download/ (Mac OSX 10.9+ or Windows 8+)