They team over at the official BlackBerry HelpBlog have posted a handy How-To tutorial describing the process of installing applications to your BlackBerry device via BB App World from your desktop computer.
If you don't have a BlackBerry ID then you are going to need one to be able to install applications using the desktop storefront. You can obtain a BlackBerry ID by clicking the Register link at the top of the BB App World website, or by using the BB App World app on your BlackBerry device. Do you just want to check things out without having to get a ID? No problem, as you will still be able to browse the BB App World catalog without a BlackBerry ID.