The Steam or GOG versions are strongly recommended, because they are a x64 applications, as opposed to the Windows 10 version, which is a UWP application. For more on my this distinction is important, ask Tim Sweeney of Epic Games.
For more on Cuphead, visit its official site, which describes it as follows:
Cuphead is a classic run and gun action game heavily focused on boss battles. Inspired by cartoons of the 1930s, the visuals and audio are painstakingly created with the same techniques of the era, i.e. traditional hand drawn cel animation, watercolor backgrounds, and original jazz recordings.
Play as Cuphead or Mugman (in single player or local co-op) as you traverse strange worlds, acquire new weapons, learn powerful super moves, and discover hidden secrets while you try to pay your debt back to the devil!
And watch the launch trailer: