To set up a Steam Link device, you'll need to connect it to both your TV and your computer. Once they're connected, you can start playing games.
To set up a new Google Chromecast, you'll need a compatible TV and a smartphone with the Google Home app installed.
Tron: Ares is now in cinemas, so here’s a spoiler-filled explanation of how it connects to Tron: Legacy and sets up Tron 4.