There are two ways to load and run your Unity game on your devkit.
Running Your Game Directly From the PC: This is only possible with CAT-DEV devkits. This is the easiest and fastest way, and it gives you quick access to the debug log.
Installing From SD Card: This takes additional steps, but can also be used for testing mastered images (WUMADs). CAT-R devkits must always use this method.