An App in Salesforce.com is a container which holds various things such as a logo, name, and a set of required tabs. It is also called as a group of tabs that work together to prove the functionality that you are looking for.
In Salesforce, you can customize apps to match your requirements, or you can build new applications by combining custom and standard tabs.
The process to create an app in Salesforce:
Setup ---> build---> Create---> App---> Click on new.
By following this procedure you can build an application however you want.