If you use the browser on the phone to download the .apk file, you can simply click on it on the downloads screen when it's finished. No other application required.
Alternatively, you can download it on your computer, and copy the .apk file to the sdcard...however, you will need a file manager (I prefer estrongs file explorer) or an app installer application like club directed.
In either case, you first need to enable 3rd party installation: settings -> applications -> unknown sources