I make sure I have SteamVR launched and sitting in the home menu, then I go to where I stored Heat and launch the Heat executable. And what others have said does work, make a burner patreon account and use that to login once you launch the game and it gets past the authentication.
Also, wow. This is one of the most promising adult VR games I've tried, provided you aren't someone hung up on anthro/furry content. It's not even my thing and it's still super hot in this game. It probably helps to bypass the uncanny valley too cause your brain isn't trying to rationalize wonky dimensions and facial expressions of a human, it just goes "oh, a dragonlady, neat".