How do you install applications in 5800?

Answer 1

Just click on the application file and install it. But in order to do you, you'll most probably have to sign the application.
If you want to install it directly to the phone without transferring the application file to your phone first, you can make use of the nokia software.
There's an option to install application and you can just use that option and install your application to your phone by connecting your phone to your computer through the date cable.