By Applications, we mean whatever it is your devices communicate with on the internet. This could be as simple as an IFTTT Maker Applet or a visual flow using Node-RED to custom code on some server.
Before you can communicate with devices, you will need to add the application to the network and register devices to it.
There are multiple options to integrate applications with The Things Network, ranging from working directly with APIs, via more friendly SDKs or click-and-run Platform Integrations.