Imagine for a minute that YOU were the recruiter tasked with managing the applications for a particular job advert. You'd want the applications to hit your desk in a consistent and orderly way. Part of the way you'd manage this is to give clear instructions to candidates on how to apply.
Normally of course this would be "apply using our website" or email careers@. By directing all applications though a single channel, you'd want to ensure that each is looked at in the same way, in the right order and managed effectively. This is even more important when you consider that you might be managing dozens of job adverts at any time.
So, now imagine a candidate comes along and decides to ignore the instructions and send his application by a courier that requires it to be signed for, or by carrier pigeon, or via a mate who works in the same company . Whilst he might think that this makes him stand out; it is also a pain for the recruiter, and disrupts the well organised (hopefully) process that that recruiter has in place. Although the candidate might "stand out", it won't be for the right reasons; and the CV might go straight to the bin.
Also remember that an automated candidate management system (ATS) might NEED your application to arrive in a particular way - or it might not get seen at all!
So always follow the instructions on the job advert!