No, I don't see where it's installed on my PC.
It doesn't show up in the Store, but apparently it can be downloaded from this URL: Get OpenXR for Windows Mixed Reality - Microsoft Store
Update: When I click the Get button on the URL page, it takes me to the MS Store app for OpenXR for Windows Mixed Reality, but there is no download or install button. I also double checked my Store app library and confirmed it isn't there.
Update 2: I am now guessing that OpenXR for Windows Mixed Reality is not required with OpenXR Tools for Windows Mixed Reality installed.