Download app from your browser after download double click on app
If you now allow the app to install from an unknown source then this type of screen is shown.

Then allow it.

Another way
As of Android 8.0, the method to install apps from unknown sources has changed. Instead of the previous method where you gave permission to download APKs through any existing app on your phone, from now on you need to give permission to specific apps that are allowed to install APKs from unknown sources.
To set these permissions, go to “Settings -> Apps & notifications -> Advanced -> Special app access -> Install unknown apps”.
