Allow Installs From Your Browser
Android blocks sideloaded apps until you explicitly permit the app that will open the file. Go to Settings → Apps → Special app access → Install unknown apps, pick the browser or file manager you will use, and switch the permission on.
The exact menu path varies slightly by manufacturer. On Samsung it sits under Apps → Special access; on Xiaomi under Settings → Privacy protection → Special permissions.
Tip: grant the permission to one app only, and switch it off again afterwards if you prefer.