It means that you have to transfer the information to your computer, "manually." You would have to tell the application to copy them to your SD card, then open the contents of the card on your computer. Or, you can use the other option to connect directly to an SFTP server or something similar. It's just a very nice mobile file manager, but that's all that it is afaik, a file manager.
AppBrain specifically backs up your applications to their servers and re-downloads them to your device when you install their app on your new device.