An APK file is the file format used for installing software on the Android operating system. It’s the easiest way to install an app outside of Google Play.
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Tap on the “Install apk file directly” button to download the file, you should then be able to see it downloading on the top bar of your device. Once it's downloaded, open Downloads, tap on the APK file, and tap Yes when prompted. The app will begin installing on your device. Simple.
You might need a file manager app to locate it. Generally, it would be saved in Download folder of your web browser.
You must first allow your phone to install from “ Unknown Sources ”. To do this, navigate to Menu -> Settings -> Applications Security and check the box marked “ Unknown Sources ”.