Once it's downloaded, open it from your notifications or Downloads folder and tap Install.
Android may show one or both of these — they're expected for any app installed outside the Play Store, not a sign anything's wrong:
"Install blocked" — tap Settings, then allow installs from this app/browser.
"Suspicious app blocked" / Play Protect warning — tap More details, then Install anyway. This shows up because the app isn't distributed via the Play Store yet, not because of a real problem with it.