The "QR code software" used for the installation, is not just a QR code reader. It is a built-in installer of the device owner application, which uses a QR code reader to get the installation source. If you scan the QR code by any QR code reader, you will just see a JSON file containing Headwind MDM URL and some other info, it won't install anything.
For your information, that installer is called "ManagedProvisioning", it is available in Android 7 and above.
To install Headwind MDM to the device, you need to follow these instructions: https://h-mdm.com/quick-start/
So, answering your question, you do not need to install any QR code reader. If you're not able to install Headwind MDM by applying those instructions, you need to try other ways (contact Headwind MDM team for details).