One of Android's biggest strengths relative to iOS is how simple it is to sideload apps that aren't on the official app store. Rather than having to sign IPA files or tell your phone you trust a developer every two weeks, you can just enable a setting and be done with it.
Starting with Android 8.0, the process of sideloading apps changed dramatically. No longer is there a system-wide "Unknown Sources" setting — instead, it's now handled on a per-app basis.
This means that when you download an APK with your browser, for instance, you'll have to give your browser permission to install apps. Same goes if you try to install an APK from your favorite file explorer — the file explorer will need explicit permission to install apps as well.
While this is a pretty big departure from the way things worked before, it's actually pretty simple. Just download the APK file for the app you want to sideload, then open the APK with any file manager. You'll then be prompted to allow the permission. Tap "Settings," then enable the switch next to "Allow from this source" on the following screen. From there, hit your back button, then you can resume installation.
The exact names of the settings entries listed below may vary slightly from device to device, but the overall process should be very similar. To begin, head to your phone's main settings menu, then look for an entry titled either "Security" or "Lock screen and security."
From this menu, simply tick the box or toggle the switch next to the "Unknown sources" entry, then press "OK" on the popup.
After that, you're all set up and ready to go. From now on, you can simply download any APK installer file directly to your Android device, then tap the Download complete notification to launch it. From there, press the "Install" button on the following screen, and within seconds, your sideloaded app will be ready to use.