From: https://hpln.hp.com/page/hp-alm-explorer-add
About HP ALM Explorer Add-in
The HP ALM Explorer Add-In enables you to use HP ALM without using a Web browser interface, such as Microsoft Internet Explorer. This is useful if you are unable to download ActiveX controls or if your browser restricts the use of ActiveX components. The only components that are downloaded when you use HP ALM Explorer are HP ALM components. It is still required to have some IE Explorer components running on the machine in order to access HP ALM.
You need to run the ALM Explorer add-in version that matches your ALM system. If your system is v11, then you need the ALM Explorer add-in for version 11 (see page referenced above).
The ALM Platform Loader is something that installs components needed to access ALM through a browser, I believe. Loader itself is not an end user interface to ALM.