Have you come across not being able to install some 3rd party "apk" file. What is apk? Apk simply means Android application package (APK).
Then, how to install the apk from other sources.
1. Foremost, you need to activate the "Developer Option" on your device. Goto, Setting>About Phone>MIUI version and tap it, at least five times quickly. You will see a bubble popping up telling you that you are now a developer. Hooray.
2. Next, goto Setting>Additional Setting>Developer Options>Allow Mock Location and enable it.
3. For MIUI users, goto Settings>Additional Settings>Privacy>Unknown Sources, enable it.
4. Now, you ready to install the xxxxx.apk file.
Note: I am writing this from my mobile, so the graphic and images for easy viewing will be uploaded soon.