To run the DK2, you need to start the Oculus Runtime, which is built into Oculus Home, the software hub designed for the Oculus Rift Consumer Version. Open Oculus Home by simply clicking the Oculus logo on the Windows taskbar (the black oval on white background).
At this point, the LEDs on the tracking camera and top of the DK2 should be blue. If you put on the headset, you should see the VR version of Oculus Home (after a warning message that you can dismiss). This is only navigable in VR with an Xbox controller. However, you can still launch applications, videos, and games from the desktop version of Oculus Home, pictured above.