Some apps have personal app capability, letting you use them outside of a channel or chat, but still within Teams.
For example, OneNote gives you a private workspace within Teams, while Planner and Wrike offer a bird's eye view of all your tasks, across boards that you or your team have added as channel tabs.
Add a personal app
Go to Apps on the left of Teams, then search or browse the app categories to find new ones. Look for ones with Personal app listed as a capability.
As far as adding the app goes, just hit the Add button!
Access or pin a personal app
On the left side of Teams, select to get to any app you've added that offers a personal view.
Right click any app icon to Pin it for easy access.