You hit the button in the top-left corner, select the option for physical media and downloaded installers, and then answer the questions that pop up and then select a downloaded installer to install the app from.
If it's a classic windows app(.exe) you can install and uninstall it through lutris(available in the discover app)
If it's a Linux native app that is distributed through the discover app you can also uninstall it through the discover app in desktop mode.
