Yes you can install applications on the HDD.
You do this individually, when you install something.
But, applications are generally very small.
Video/music take up much more space.
Games as well. With Steam, you can designate a folder ont he HDD to install games to.
Steam games location
In the steam client:
Steam
Settings
Downloads
Steam Library Folders
Add library folder
To move an already installed game
Games library
Right click the game
Properties
Local Files
Move Install Folder
-----------------------------------
For other things, like movies...simply save them to a folder on the HDD.
You can tell your browsedr to save things to a folder on the HDD.