As above stated, you need to stick to the PND format of the directories within the Pandora folder, as to where you want things to show up. The only applications that can be installed to the filesystem itself, are ones from the Angstrom repository, that requires you to install them using the terminal with "sudo opkg update" as a first command, which will grab an updated list of what's available, followed by "sudo opkg install <NAMEOFDESIREDAPPLICATION".
In general though you will only wish to do this, if either a) you know what your doing and what your after or B) you are following a thread here which suggests exactly what program you need and the exact command to install it is offered in the thread.
Otherwise steer well clear, as you are installing to the NAND (unless booting to an SD card) and you can easily mess things up and require to reflash your unit (perfectly safe and fast but a hassle nonetheless).
The only exception to this, is where occasionally notaz will link to an uploaded .ipk file (which to my limited knowledge is a downloaded opkg obtained package) which can be "sudo install <notazHACKYPATCH>.ipk" via the terminal and it will install as though you had used "sudo opkg install" yourself. Otherwise stick to the PND system in the wiki link.