First of all, allow installing apps from unknown sources in your device’s OS settings. For this you will need to:
For Android 8 and 9: tap on the downloaded AdGuard APK file and then on Install. If installation from your browser is not allowed, you will see a screen informing you about it. From this screen tap on Settings → Allow from this source → Back → Install.
For Android 7: give the browser access to the repository. Then agree to download APK format. Open the downloaded file and install AdGuard.
For Android 6: open Settings, then select Additional settings in System & Device. Switch on Unknown sources and press OK in the system warning window.
(Please note that the path towards these settings may differ depending on a device).
For Android 5: open Settings, then select Security in the Personal section. Switch on Unknown sources and press OK in the system warning window.