By default, you are unable to install third party APK files from unknown sources, this restriction was setup to protect you from unintentionally install maliciously software. However, there are lots of great third party software out there that is not available on the Google Play Store, so if you want, you have to install it from an APK file. Also there are some apps that is not visible in the Google Play Store if you are different region than the US. In situation like this, you would have to find the APK file and install them manually.
1. Press the Home key, to go back to the home screen.
2. Then press on Menu key.
3. Tap on Settings.
4. Choose Security.
5. Then select Unknown sources.
6. Next, download the APK file that you want to install.
7. Now open and install the APK file.