Seems like you need an introduction to the PND system.
http://pandorawiki.org/Introduction_to_PNDs
PND files are not installers (well some act like it).. but basically you place PNDs in specific folders on an SD card and it automatically creates links to the executable and they will show up in the menu, desktop or both (if you use minimenu then they show up on specific tabs).
on your SD CARD:
/pandora/desktop - pnd files show up on the desktop background
/pandora/menu - show up in the Applications menu or in minimenu(under the categories suggested by the developer)
/pandora/apps - show up in all places; the desktop, the apps menu and in Minimenu
/pandora/mmenu - show up only in minimenu, ignored by other GUIs
Also I suggest for any Pandora user is PNDManager, it's a nice easy way of downloading PNDs off the repository.
http://repo.openpandora.org/?page=detail&app=pndmanager-bzar