@Alba Martínez Vila Thanks for posting in our Q&A. From your description, did you mean that you want to install the third party program "Scrivener" in windows 365 Cloud PC? If there is any misunderstanding, please correct me.
For this issue, it is found that users can install apps on their Cloud PC as they would normally in Windows by either downloading them from the application’s website or by downloading them from the Microsoft Store.
https://video2.skills-academy.com/en-us/windows-365/business/get-started-windows-365-business?view=o365-worldwide#installing-apps
Based on my understanding, we can install the third party program.
Hope it will help.
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