Although the Windows Store is the usual place to source apps for Windows 10, it is possible to install new software from other sources. You can then run Universal Windows apps you've downloaded from the Internet or built yourself, without having to go through the Store.
You can also sideload apps if you'd normally use the Windows Store for Business. However, if your device is owned by your company, sideloading could be disabled by an administrator. Microsoft now recommends that the Store should be used for all business app deployments to simplify management and security.
You can't normally sideload apps on Windows 10. This is by design as Microsoft intends everyone to use the Windows Store and the security and reliability benefits it includes. One of the key benefits of the platform is that all apps are locked down, preventing malware being installed from external sources.
In some cases, you may still need to install a Universal Windows app directly though. This might be to install an app that hasn't been certified by the Store or to get an older version of a product that has since been updated by the developer. UWP apps are distributed as APPX packages, akin to the EXE files used for desktop programs. Installing an APPX is no different to an EXE, once you've prepared your computer.
To get set up, open the Settings app and head to the "Update & security" category. Click the "For developers" tab in the menu and you'll see the developer options screen appear. Under "Use developer features," you should see the "Windows Store apps" setting is selected if you haven't changed the options before. As the help text suggests, this mode allows you to install apps from the Store but prevents you from using any other sources.
To remove this limitation, change the option to "Sideload apps" and confirm the prompts to configure your device. This allows you to run APPX packages from trusted sources. It's worth noting that the third option, "Developer mode," will let you run any app, even if it isn’t signed. This also installs Windows' development tools to enable app testing. It isn't recommended unless you are intending to write your own apps.
As you can see, preparing your PC to run apps from outside the Windows Store really is a case of just clicking a button. The same procedure also works on Windows 10 Mobile. If you ever want to stop sideloading apps and sandbox your device again, return to the "For developers" screen and change the setting back to "Windows Store apps."
Once you've configured your PC, you can install any APPX file by double clicking it and following the prompts. Windows will show you a basic information screen with the app's name and details of any permissions it requires. When it's installed, the app will behave like any other Windows Store app, letting you pin it to Start, choose it as a Share target or use rich features like Windows Ink.