.APK are the installation files of Android applications (packages).
Over the Play Store you can download apps from other sources and then transfer them to the device (this is also called sideload), also you enabled the Unknown sources option in Security settings of your device you can install the APKs.
But there is a problem, the APK you download from unknown sources could contain viruses/malware.
Before you install them a scan is highly recommanded.
There are various online scan services, as they use different engines the results are reliable:
Support This Site
If you like what I do please support me on Ko-fi