To start off, you need to 'Buy' an App from the 'App Bazaar' for you to be able to use it on your Exotel number.
Once you have bought an app...
1) Go to the Exophone page
2) Click on 'Connect a Flow' icon and choose your App from the dropdown
Your App has now been connected to your Exophone! Call your Exophone and see your app in action :)