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Usually when you download programs for your PDA they come in either .exe file or .cab file.
If it is an exe file you just run it off your windows computer(but you need to install activesynch and have your pda connected to your computer). It will then detect that your pda is hooked up to your pc and install the software on it.
If it's a .cab file just copy it over to your pda (again you'll need to connect your pda to your pc, or you can also do this over wifi, or using a card reader).
Once you have done this just open file explorer on your pda and double click on the file and it will allow you to install the program.
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