In terms of rerouting your traffic, the Windscribe desktop application and browser extension don't work in quite the same way. In short, the desktop app provides a full VPN tunnel for all your computer's traffic while the extension is meant to serve as a lightweight but secure browser proxy and offer additional privacy features that can't be implemented via a VPN application.
The desktop client and extension each offer a set of unique features however the most beneficial setup is to have both working together.
We recommend using the extension for ad and tracker blocking and the desktop app for the VPN tunnel as this ensures that all traffic leaving your computer and coming to your computer has to go through the VPN server (given that the firewall is active). If you only connect to a server in the extension, then only the browser traffic will be rerouted through Windscribe. Anything else outside your browser would use your personal IP address.
Similarly, if you only use the desktop application, even though you're sending all traffic through the VPN server, there are still ways to track you online. The web is filled with ads and trackers that do a lot more than you would ever guess. They persist in your browser and are able to identify you again afterwards on other websites. We have done our best to block as many malicious domains as we could through ROBERT (our server-side ad and tracker blocking feature) however that only works at a DNS level. The extension will actually clear out the ads from web pages you visit as it works within your browser rather than on our servers.
Additionally, because the extension works in the browser, it provides some unique features that the desktop app can't. You get the ability to change your user-agent, the option to spoof your time and a handy feature to delete cookies after you close a browser tab.
In summary, the desktop application is for the main VPN tunnel to reroute all your traffic through our VPN servers while the extension is for an extra layer of blocking on the web to prevent trackers from following you and to prevent ads from showing up on websites.