The simplest way is to just install from the Play Store app on your phone.
If your phone has a network connection, you can also use the Play Store on the web - play.google.com - select an app, and install from there. It will be pushed over the air to the phone.
If you have an android app installer (apk file) you want to install, copy it to the phone's sd card, enable "install from unknown sources" in the phone's security settings, then click on the apk using a file explorer app. That will start the installation process. Make sure you got the apk from a trusted source, since dodgy app download sites (e.g. those offering free downloads of paid apps and games) are the main source of malware on android phones, and that is something you don't want.