On Android 8 or higher, a dialog appears like “Chrome, your phone’s security settings do not allow installing unknown applications from this source“. Click on the Settings button in that dialog and enable Allow from this source. Alternatively, you can go to Phone settings and notifications. Find the browser application in the list, tap Advanced, enable unknown applications and allow from this source.
On Android 7 or lower, navigate to the device settings and in the Security category, under Device Administration, enable Unknown sources. Then try installing the application again.
Please note that some device manufacturers may customize the user interface settings and therefore menu entries may have different names or be in a different location.