For the applet to be added to the menus, you need to install two files. Your x.gnorba file goes into $sysconfdir/CORBA/servers/ and the x.desktop file goes into $prefix/share/applets/<category>/.
Example files are:
Example 2. hello.desktop
[Desktop Entry] Name=Hello Applet Comment=An example Hello World type Applet Type=PanelApplet Exec=hello_applet Icon=gnome-hello.png Terminal=0
Example 3. hello.gnorba
[hello_applet] type=exe repo_id=IDL:GNOME/Applet:1.0 description=Hello Applet location_info=hello_applet
One thing to keep in mind is that the Exec line for the .desktop doesn't actually get executed when the Type is PanelApplet. The Exec line should be the GOAD ID specified in the .gnorba file (the "hello_applet" enclosed by brackets). For a simple applet all you need to do is replace the hello_applet with the name of your applet executable.