First, you need to tell your Firestick, "Hey, it's okay to install stuff from outside." Go to Settings > My Fire TV > Developer Options. If you don't see "Developer Options," don't panic—just keep clicking "About" until it appears.
Turn on Apps from Unknown Sources. This is like unlocking the "back door" of your device. Yes, it sounds scary, but it's safe if you're careful about what you download. Think of it as giving your Firestick a permission slip to try new things.