Downloaded agent to be added back to Appian cloud Resource?

Certified Associate Developer

Who can explain this statement better : "If you're not working on the resource already, copy the AppianRPAagent.exe file to the resource after it has finished downloading."
I am wondering if it means that one still need to add "AppianRPAagent.exe " back to the resource created after downloading it to our physical PC , if yes, then how or to where in the resource ? 
Here is the screenshot of a typical resource : 

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