Playstation Plus is not an app. You don't start it. Having a Playstation Plus subscription for your PSN account enables additional features that are already on your PS3, such as Automatic Downloads in the System Settings, and Online Storage in the PS3 Save Game Utility. It also makes additional content available for download in the Playstation Store (such as free game trials, and exclusive themes and avatars), as well as reducing the price of some Playstation Store content; and even making it free in some cases.
All you do with PLUS is use it's features. I just renewed my subscription and got a $10.00 bounus for my wallet to use at some point. In the past year I have got well over $100.00 in games for free.