Here is how Samsung support site tells to do this:
1. Download and install the latest Android SDK from the Android Developer or click here. (For easy of access, it is recommend to extract to local host root (C
2. Download and install the Java Developer Kit (JDK) from Sun or click here.
3. Download and install the latest Android Developer Bridge (ADB) driver located click here.
4. Enable USB Debugging under Settings>Applications>Development
5. The installation file should have an extension of .APK, if properly compiled. Place the application in the tools directory, i.e. (C:\android\tools)
6. Using the command prompt, go to the tools the folder (i.e cd\android\tools)
7. Type in ADB Install .APK
8. The ADB tool should now report the application to be installed. To verify, tap on Applications on the device and locate the name of the application.
URL: How Do I Side Load Applications On My SGH-i897 (Captivate) Phone Using The Android Debugging Bridge (ADB)?