i'm guessing you haven't added any sources to cydia yet.
go to manage, click on sources, edit, and then add.
here's a small list of available sources, there's plenty more available.
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you can find plenty of 3rd party apps in those sources.
now, to dl apps from the appstore:
i like to use install0us from cydia, because of the various locations availble.
click on manage, sources, sinful iPhone repo, then install install0us, the crack store, and appsync.
there's various appsync's depeding on which you firmware you have. you need appsync so that you can sync the apps from install0us to itunes.
feel free to ask any other questions.