Loading an Application on a Disk

I have an application on a Disk that I would like to load into my MACBook Air. The Air, of course, has no disk drive. However, I have a MACBook Pro with a disk drive. I also have a thunderbolt cable that I can connect the two. Please tell me the steps for putting the application onto my MACBook Air using my MacBook Pro's disk drive. Both are running OSX 10.8.4.