A Ledger Nano S is a so called hardware wallet. A hardware wallet is a very secure and at the same time user friendly way to access your funds as the private key to your funds is stored on the hardware wallet device itself and doesn't get leaked. Your funds are safe even when connected to an infected or malicious computer or a phishing/scam web page. If you're holding cryptocurrency worth more than a weeks salary we highly recommend to get a hardware wallet. It's worth it.
The Ledger Nano S offers an official Nimiq app which will be explained in this tutorial.
Verify you have:
If the device displays Unable to install application check the solutions in this article.