For a Matrix, how do I apply Numeric Format with commas on a Count?

Because I don't know your data you'll need to change the below example as required.

After you right click on your table and select 'New Measure'

Enter your mesure...

MyCount = COUNT(MyTable[MyColumn])

Replace MyCount with whatever you want your measure to be called. Replace MyTable and MyColumn with your table and any column but ideally something that doesn't have blanks or nulls. So yes, as you mentioned, something like a primary key would be ideal.

Once you've formatted as you want it and drop it in your visual, no further aggregation is specified. That is implicitly handled by whatever level your visual is grouping to.

Power BI Desktop has two options when downloading...

There are not a lot of differences, not sure why they both exist. Maybe because some companies disable the MS Store through group policies to prevent other downloads. 

If you download the version from the store, you don't have to worry about updating. Some people prefer to choose when they update. Either is fine.