In the third chapter of his Tech Talk series on becoming an Appium Desktop ninja, Wim Selles demonstrates how to set up Appium Desktop by connecting it to a configured iOS simulator or an Android emulator. He provides step-by-step instructions for downloading and navigating through the start window's three tabs: 'Simple', 'Advanced', and 'Preset'. The chapter focuses on inspecting UI elements of apps using the 'Appium Desktop inspector' session, while also highlighting key differences and pros/cons between running Android emulators versus iOS simulators.