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(I'm new to Android, but) I didn't have to download anything. However, it took quite some time for the phone to respond to my commands from the web interface.
 
I use it, its not bad for moving romsand files over but airdroid is probably a better option
 
I installed the Device Manager app on my phone. I don't see much functionality for it, especially for those with only one Android device. While I have two, the other is a tablet with no cellular data so if it ends up somewhere it doesn't have WiFi connectivity that I've used before it won't be useful.
 
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