You do not need to download this from a third-party website. It is a native component of Windows 11.
The team, led by a young and ambitious developer named Alex, had been experimenting with various ideas to enhance the gaming experience on Windows. They were determined to create a feature that would allow gamers to communicate, access vital information, and customize their experience without interrupting their gameplay. ms-gaming overlay windows 11 download
If you have an Xbox controller connected, you can also press the Xbox button (the glowing button in the center) to open the overlay. You do not need to download this from a third-party website