Sideloading Applications on Android

Summary
A guide to installing apps and games on Android phones and tablets without using the Play Store. This process is known as sideloading.
Update
Update: I have decided to remove this article from the site. The reason for this is because there is significant wariation in the required instructions between Android versions and even between device manufacturers, therefore my own article based on a OnePlus device running Android 11 may not be relevant to, say, a Samsung device running Android 13.
The whole thing is a potential minefield for the unwary, and my advice in the download warning boxes stands - ask somebody who knows how it works.
Further Reading
However, in case you really want to do it yourself, here are a couple of links to in-depth
instructions on the subject from reputable sources. Note: I do not warrant the contents of these articles
in any way. Follow
their instructions entirely at your own risk.
XDA Developers Guide
Android Central Guide