One of the greatest strengths of Android compared to iOS is how easy it is to load apps that are not available in the official app store side by side. Instead of having to sign IPA files every two weeks or telling your phone that you trust a developer, you can simply activate a setting and you're done.
Jump to instructions for: Android 8 and higher | Android 7 and lower
Enabling page loading on Android 8 and higher
As of Android 8.0, the process of page loading apps has changed dramatically. There is no longer a system-wide setting for "Unknown sources", but it is now handled per app.
This means that when you download an APK with your browser, for example, you have to provide your browser permission to install apps. The same applies if you try to install an APK from your favorite file explorer. The file explorer also requires explicit permission to install apps.
Although this is a fairly large deviation from the previous procedure, it is actually fairly simple. Simply download the APK file for the app you want to load from the side and open the APK with any file manager. You will then be asked to allow the authorization. Tap on "Settings" and activate the switch next to "Allow from this source" in the following screen. Click the "Back" button there to continue the installation.
The exact names of the settings listed below may vary slightly from device to device, but the overall process should be very similar. First go to your phone's main settings menu and look for an entry titled "Security" or "Lock screen and security".
After that you can get started. From now on, you can simply download any APK installation file directly to your Android device and then tap the Download complete notification to start it. Click the "Install" button on the following screen. Your side-loaded app is ready for use within seconds.