To load test an application you need to apply load to it. Jmeter is used to apply load to web sites by simulating users of that web site. It won't help you very much unless you are writing a web site.
For your stand alone application you will need to work out a way to simulate lots of users (usually that will involve finding or writing another program to do so) and then do that.
For example to load test a restful web service to store documents I wrote a program that looped through every file in a folder uploading them all, then downloaded the uploaded files and compared the two. We then ran that up on multiple computers simultaneously looping thousands of times through the folder. That simulated heavy load from multiple users.