If you are an Android user, you have to enable the unknown sources option to open and install apps from APK files. You have to open "Settings" on your Android and go to "Security." There, click on the allow unknown sources  option and check the box to warn you if the APK file is harmful.

If you want to locate the APK files in your Android phones, you can find the APK for user-installed apps under /data/app/directory while the preinstalled ones are located in /system/app folder and you can access them by using ES File Explorer.