You'd use any file manager on your phone to install the .apk file.
So I take it that you haven't one on your phone.
For to install the .apk file, open the phone's bowser which you have used to download the .apk file, go to menu and Download. Tap on the .apk file name and the install process should be starting.
Make sure that you have already ticked the box in > Settings > Applications or Security > Unknown sources.
If you have downloaded the .apk file on PC and moved to the SD card you could try this line in the text box of your
phone's browser ...
file:///sdcard/your .apk file name
(... yes, three "/"
)
EDIT: ... assuming that your apk file is in the root of SD card.
But you can put in any other folder path.
Good luck
... and may I ask why you don't use the Google Play Store for installing apps on your phone?
Harry