Most mobile platforms recommend you only install apps from approved sources to protect your security, and Windows 8 is the same: it'll only allow you to install trusted (that is, digitally signed) apps from the Windows store.
If this proves a problem, though, and you're willing to take the security risk (because this isn't something to try unless you're entirely sure it's safe), then the system can be configured to run trusted apps from any source.
Launch GPEdit.msc (see above for instructions on how to find it), browse to Computer Configuration > Administrative Templates > Windows Components > App Package Deployment, double-click 'Allow all trusted apps to install' and select Enabled > OK.
If this proves a problem, though, and you're willing to take the security risk (because this isn't something to try unless you're entirely sure it's safe), then the system can be configured to run trusted apps from any source.
Launch GPEdit.msc (see above for instructions on how to find it), browse to Computer Configuration > Administrative Templates > Windows Components > App Package Deployment, double-click 'Allow all trusted apps to install' and select Enabled > OK.
