The @radioIn Gate is normally meant to receive the messages sent on the wireless channel.
Why should it connect to the application???
Also, it is annotated with @directIn, so the radioIn gate can only receive messages via sendDirect(), which is necessary for wireless hosts, since they do not have a cable connection between radio interfaces.
If you check the NED files of wireless hosts in INET, you can see that the application layer is often connected to transport and network layers, which in turn are connected to the lower layers and/or the Network Interface Card (NIC).
I'd advise you to study the sources and examples of INET and build your simulation on-top of INET to use the manifold wireless models available in INET.
If you want to continue without INET, you would first need to define which connections you want to model. Where should your application connect to? To the radio module? Then introduce it as another submodule with its according gates. Then you can connect these in- and out-gates with each other.
Also, study the simulation manual part on gates:
https://omnetpp.org/doc/omnetpp/manual/#sec:ned-lang:gates