Apps might be downloaded outside of Google Play but in order to install such apps one have to enable the “Unknown sources” option on the target device. To enable it open “Settings”, go to “Security” and make sure “Unknown sources” is selected. That's it!
Please note that on most modern phones and tablets you will be able to proceed installing the app even without enabling this option permanently. Android will ask you to temporarily enable the option for you only for the time being.
Enabling “Unknown sources” option permanently or only for the installation of the app is fine. Do as you see fit.
If you need more information or further assistance just let us know. We will be glad to help!