Currently, you can only configure applications as APK files uploaded to the web panel. Unfortunately there's no integration with Google Play and Android For Work yet.
There's an experimental feature, you can set the URL of the application as market://details?id=app.package.id.
Also, you need to allow the Google Play application: com.android.vending. See here how to allow system applications in Headwind MDM.
This will open Google Play and the admin must manually install the app during the starting configuration of the device.
The update may be then forced by setting the appropriate flag in Google Play (see for example https://www.technipages.com/auto-update-apps-setting-google-play for details).