Just HotSync your PDA. This will copy the OmniRemote.pdb file to your PC. It will end up in the Palm Backup folder. For example, mine goes into C:\Palm\SharpeP\Backup.
If you want to modify that file in ORDesktop, first make a copy of it. Then open the copy in ORDesktop, make your changes and save it. Now double-click on the saved file. This will add it to the list of files to be transfered to your PDA at the next HotSync. HotSync and now your changes are on your PDA.