To install TLAS on your Android device using this download, you need to be able to install applications from external sources - exactly how you enable that option will depend on your device, but many will prompt you for permission to do this when you select the APK file from your Downloads folder after downloading it.
Some devices will give you the option to do this for a single instance, others will just toggle the permission on. You may wish to check your settings after installing TLAS and perhaps turn this permission off again.