I created both a Lightning App, and a Lightning Component, and I can't find solid documentation on using either in the Winter '16 Lightning Experience. Can anyone direct me to documentation using either of these?
In addition to Jenny B's comment, here's a list of where you can use the components (with tutorial links):
Basically, you can surface your components in the Salesforce1 navigation menu by implementing the
force:appHostable interface and creating a custom tab for it. Similarly, you can make them available via the App Launcher in Lightning Experience. Those tutorials show you how. You might also be interested in the Lightning App Builder Trailhead and the Communities Developer Guide.
Another useful way of surfacing the components in Lightning Experience via the Lightning App Builder is shown at 52:00 of this youtube video. Update: This might not be GA yet.
They have a module on where Lightning Components can be used in Trailhead here:
Okay, so we know what to consider. But where exactly can you use Lightning components? With the Winter ’16 release, you have several options.
If you used Lightning components in Salesforce Classic, you probably made at least one standalone Lightning app. Lightning App Builder lets you declaratively create apps with standard components ranging from buttons to Canvas apps. Alternatively, use the Developer Console to create apps made up of both standard and custom Lightning components. See the Lightning Component Developer’s Guide for more information.
We’re repeating this one often because it’s very important: use Lightning components for your mobile development. When you’re using a mobile device, you don’t want to make a call to the server every time a user presses a button. Using Lightning components vastly improves mobile app performance.
This capability is perfect for Salesforce developers that are Visualforce veterans. If you’re not quite ready to commit to a full Lightning app, smooth the transition by integrating components into Visualforce pages. This task only requires a few lines of markup and gives you a huge amount of flexibility. See the Lightning Component Developer’s Guide for more information.
As much engineering effort as we’ve put into making Lightning components a framework you can use to create applications for the next decade, we’re not done. There’s still a few places where you can use Visualforce to customize Salesforce but you can’t yet use Lightning components. Stay tuned to this channel.
Also from the release notes here:
Make Your Lightning Components Available For Lightning Experience
Include your components in the App Launcher for Lightning Experience users.
In the components you wish to include in Lightning Experience, add implements="force:appHostable" in the aura:component tag and save your changes.
The appHostable interface makes the component available as a custom tab.
Follow these steps to include your components in Lightning Experience and make them available to users in your organization.
Create a custom tab for this component.
From Setup, enter Tabs in the Quick Find box, then select Tabs.
Click New in the Lightning Component Tabs related list.
Select the Lightning component that you want to make available to users.
Enter a label to display on the tab.
Select the tab style and click Next.
When prompted to add the tab to profiles, accept the default and click Save.
Assign your Lightning components to a custom app.
Create a custom app and name it Lightning.
Select the Lightning app you created and then click Edit.
In the Custom App Edit page, select the components you want to include, click Add, and then Save.
Check your output by navigating to the App Launcher in Lightning Experience. Your custom app should appear in theApp Launcher. Click the custom app to see the components you added.