Try following this guide for setup: https://www.androidcentral.com/how-play-half-life-alyx-oculus-quest#wired
If you can launch something from your steam library and play it, then you'll be able to play this game. VR setup can certainly be a pain, but don't worry, you'll be able to play by the time you get it figured out. I've tested via Quest Link and confirmed that all features work as they should.