Connect your USB cable to the computer...select "Disk Drive" as the open on your phone screen. Now from My computer, you will see a new drive (which is your phone)...Open any location you want your file to go into and paste it there. Now using your File Explorer from your phone, find the location that you stored it in (Note: If you stored it in the storage card, you have to remove the USB cable from the computer in order for file explorer to detect it) and then click on the file and it will install for you...
Hope that helps
It was really confusing for me as well when I first had to do it.