If the application has an associated .msi file, then follow the instructions at this link:
Note that you can only publish to users, NOT computers.
Where this is useful is if you attach the policy to a particular OU, say accounting. Anyone whose account you move into accounting would receive the software that is published to users in that OU.
Otherwise, you can attach it higher in your Active Directory network to cover more users.
Also, if the application does not have an .msi, you can create one using one of the resource tools or third party applications…OR…you can create a .zap file.
Here’s an article in Windows IT Pro on using zap files: