If you've installed the Palm desktop software (should be on that disk, or you can download it straight from Palm), then double clicking on a .PDB/.PRC file ought to launch the installer app. You can also launch it manually from the Start menu, of course.
Once you get that running, you can drag/drop the files into it for installing with your next Hotsync -- it should even have separate windows for installing to onboard and SD card memory.
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