Go to settings=>security and enable "unknown sources" (allow installation of apps from unknown sources). After that you are allowed to install .apk files (e.g.

Go to settings=>security and enable "unknown sources" (allow installation of apps from unknown sources). After that you are allowed to install .apk files (e.g. clicking the "download of xy.apk finished" notification or in a file explorer app). Edit: that setting is always there, it's only greyed out if you installed a corporate app that explicitly disables it (e.g. the "GoodApp" email/calendar/contacts suite).