As Jagra has found the hard way, kernel initialization file Kernel/init.m seems to not be read with PlayerPro, also the Autoload directory doesn't work as on Mathematica, in combination there probably is no simple way to load packages at Kernel startup.
I don't know of a source for documentation about what exactly works, so that's an area where one has to rely on try and error. Many (Most?) of those programmatic ways do work, though.
In PlayerPro you can't edit Notebook files and that might also affect some of the programmatic ways to edit Notebook files with FrontEnd functions.
buttons which programmatically open any such palette by filename.
There is no Palettes menu in PlayerPro, so you don't have easy access to any palettes defined in a package.
You can instead provide a button in your GUI which opens a documentation notebook from the package/application directory.
There is no documentation center contained in PlayerPro, so you can't read the standard documentation of a package from within PlayerPro.
$BaseDirectory, $UserBaseDirectory and some other $*Directory variables will usually be different, typically you'd need to StringReplace "Mathematica" with "MathematicaPlayerPro" in their values.
PlayerPro will not load plain text package files but only Encoded ones, see e.g.
It basically works exactly the same as for Mathematica, but there are some subtle differences: