I get an option to do this.
Do you mean install app?
Umm what it basically does is that it’ll open the site in a new Window and keeps brave in the background
It allows you to jump to and visit a site within the browser without having to open the browser. It is (typically) intended for users who do not want to use the app associated with the site (Twitter, for example) as it does not have the protections that Brave offers.