I have exported a webpart to a .DWP file using Sharepoint designer. How can I add it to an application page?
If you want to add a webpart to an application page then why are you exporting it?
just open your site in sharepoint designer find page where you want to add the webpart and add it to the appropriate web part zone. For example:
copy this and paste in your application page that's it.
Check this out however I agree with the author of this article, I don't see when this would make sense. If it is a custom webpart you can add it to a site page via feature. If there is custom functionality you need to add to the page as well without using a webpart you can create a user control or visual webpart :)
Best of luck. Hope that works out for you.