Some developers make their apps available as what I'd call raw bar files. Those can be sideloaded but NOT by Desktop manager. There are separate tools to do that. Check out threads in the pb subforums. Otherwise, yes, appworld is the only normal way to load apps.
App additions are done OTA via wi-fi or Bridge. The desk top manager simply syncs and backsup any additions you have made to the PB, and is there for you when you need to reinstall the OS.
