Since we assume by default that applications are not ajax-based, you don't have to do anything.
The SDK will handle deep links automaticaly when the DZ.init method is called.
In the Deezer developers section, you will be asked to set an URL for your application.
This URL is considered as your home page.
This will be the first page of your application a user coming from inside Deezer will see.
Say your home page url is "http://www.myapplication.com/home"
When you access this page in Deezer, you'll see the base URL:
"http://www.deezer.com/app/{app_id}/"
If you have a link inside this page that points to "http://www.myapplication.com/newpage"
Deezer will split the URL, take the path part (in this case, 'newpage') and add it to the Deezer URL
http://www.deezer.com/app/{app_id}/newpage
When a user comes to your application directly with the URL
http://www.deezer.com/app/{app_id}/newpage
Deezer will automaticaly redirect the application frame to:
http://www.myapplication.com/newpage