When you write your documentation, you can load the code for your application, so that you can execute examples. You can do this simply by opening a notebook, such as a documentation source notebook, in the project. You can then load your application from the project. For example, click on the NumericalAnalysis.nb tutorial notebook.
You can then load the application, in the typical fashion for Mathematica. You select the cell and press Shift+Enter.
If you want more integration with the Workbench as you develop the code in your project, you may want to consider using a launch in run or debug mode. This will give you useful features such as setting breakpoints and automatic reloading. You can learn how to do this from the Workbench help system on launching and debugging.