Install from Unknown Sources
If you've ever tried to install an app from somewhere other than the Google Play Store, you probably know about the setting called Unknown Sources. This turns off a block that keeps our phones safe and lets you install apps from the internet or Amazon's App Store.
It's a safety feature, but Google removed it. Instead, you'll have to add Chrome to a list of "trusted apps" that has the ability to install apps. We're not sure if this method is better or worse, but Google probably knows something we don't.