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dazzled and confused

Hi, Okay I got my nRF52840 Dongle, plugged it in to my window 10, verified it shows up as USB device on window's Device Manger.

Checked and Red pulsating LED (LD2) was pulsing, meaning  nRF52840 Dongle has entered the bootloader mode.  Fired up the "nRF Connect".

Launch the <Programmer (experimental)> app.  Selected the device, It displayed a Map showing BootLoader and some Application.  Browse and

added my test hex file. Press <Write all to devkit> button, some programming happened, LD2 stop pulsating and following messages appeared

on the Log below nRF connect

23:08:33.6730
Application data folder: C:\Users\xxxxx\AppData\Roaming\nrfconnect\pc-nrfconnect-programmer
23:09:06.5490
Using USB SDFU protocol to communicate with target
23:09:06.5690
Protocol Version: 1 found
23:09:06.5710
Hardware: 52840 found
23:09:06.5760
Firmware: Bootloader found
23:09:06.5760
Firmware: Application found
23:10:32.8940
Parsing .hex file: C:\Users\XXX\Desktop\myNordic_Develop_all\ble_app_lightbulbP2-X5\Output\Debug\Exe\ble_app_lightbulbP.hex
23:10:32.8990
File was last modified at 7/17/2018, 1:03:10 PM
23:10:33.0810
Data block: 0x00026000-0x0003D7A4 (0x000177A4 bytes long)
23:12:01.9130
Hash is generated by SHA256
23:12:01.9370
Performing DFU. This may take a few seconds
23:12:06.1300
DFU completed successfully!
OKAY - It looks all good - looks like DFU got installed but where is my application (ble_app_lightbulbP.hex) which was what I wanted and selected.
Also noting is running, no advertising are happening.  Am I missing something? Does this means that only DFU can be installed
on the dongle and my real application need to go through a smart-Phone (zipped package, nRFUtil). OR can I program my dongle just the way
I program my nRF52840 DK using the SES.  I check around and read DFU info. most of them utilize Keil, which most of your example program
don't compile as they are greater then 32K. so please any suggestion how to proceed - please point to SES.

Another question,  can I use your JTAG header pins on the Dongle and program my Hex file. I understand DFU is great tool to field upgrade an existing 

device but right now all I am interested is to use my dongle as my nRF52840 DK and later install the BLE sniffer app.

Thanks

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