Sorry, noob question where do I put the .pocket file on my Pocket?
I'd love to tell you but I don't own an Analogue Pocket. :(
This guide might help.
On the SD Card you use for your Pocket, there should be a Folder "GB Studio", simply drop the game file in there. You should be then able to play it by going to Tools > GB Studio > Play Creations
This is correct. Just follow his instructions, and you will be money.