@Sudhansu,
1) Most applications are designed to be used by themselves without having to use a browser, e.g. media players like iTunes, and Windows Media Player, text and spreadsheet software like Microsoft Office, etc.
2) There are an increasing number of applications that are designed to be used through a browser, e.g. Angry Birds.
3) Not all applications are designed to be used on the web/internet, although most have connectivity to the web/internet which generally are accessed through the application itself, e.g. games on DVD-ROM.
4) What is a "web"?
5) Generally, no.
6) Generally, no, in regard to a browser. What is an "internet"?
7) Programs that allow a browser to access files other than html files are referred to as "add-ons," e.g. Shockwave Flash Object and Adobe PDF. Additionally, there are programs that allow a browser to run applications written in other languages, e.g. Java Plug-In.