How do I import an existing application and use its objects ?

What is the Best Practice for importing an existing application and view its objects in Designer ? 

Step 1) Download the application in zip file and drop it in Appian Designer after clicking on "Import"

Step 2) Checkbox appears that says "....import customisation file......"

I see that there is a checkbox for import customisation file, when do I check this ? 

Kindly share the steps for application import for existing zip file, assuming it is downloaded from Appian AppMarket