Let me first caution you that files downloaded from file sharing sites to get apps not available to your handset through the market pose several problems.
First, they may be pirated apps. We do not permit the posting of links that are essentially stealing revenue from developers. Even free apps in the market may not be distributed freely on other sites, depending on the author's wishes. Please respect the developer's intellectual property.
Second, they may be unsafe. Popular apps can be repackaged with malware and compromise the security of your phone and personal information. Be very careful.
Thirdly, the app may not be compatible with your handset. If it is not available to you in the market, that may be the reason. Installing apps not compatible with your phone may cause problems from as simple as the app not being able to run to forcing you to reset the entire device. Again, be very careful.
So, assuming the file is legitimately distributed and safe and compatible with your device, if it is an .apk file, copy it to your SD card. You will then need a file browser like
Astro or
ES File. Locate the file in the file browser and click/tap it. You may also have to enable installing apps from unknown sources in menu>settings>applications.
You can get more information about your device in
Samsung Galaxy Y - Android Forums