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It fully depends on the application you want to make.
For instance, I wanted to create an application that does some database background work. To achieve this, I need to write a shell script with some SQL. The shell script is linux command line code and SQL is for interacting with the database. There was no SDK involved with this and I leveraged the already existing code to show the user a message when it's done.
I don't know much about the SDK as I haven't looked into it. If you want to learn and have the option of C or C++ I recommend starting to learn C++ first before diving into the SDK. C++ (in my opinion of course) is a much easier language to learn than C.
Ig you browse GitHub for pocketbook you will find many examples of SDK apps and non SDK apps. This would also be a good starting point
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