Step 2:
Go to your phone settings and allow installing apps from unknown sources. For more details you can visit this link. You will find step by step pictorial instruction.
Also you can watch
if you cannot find the feature in your phone you can search google with your device model like "Xiaomi 12T Pro: how to install app from unknown source"
Step 3:
Navigate to your download folder and click on the downloaded APK file to install it.