It depends on the phone's capabilities which apps can be installed. Some have Java, some have BREW, some support both. I think LG phones tend to be in the BREW category.

You will also need to install a special driver to be able to access your phone with the USB cable. If you bought some cheap cable off Amazon or something, then you'll have to find a download for the driver. Then you can use a program like BitPim to handle most of the rest.