There are a few ways to install apps on your Android device that don't come from the Play Store. The most common way is by sideloading, which requires you to download the APK file of the app you want to install and then run it. You can also use a third-party app store, like Amazon's Appstore or F-Droid. Finally, some apps come pre-installed on certain devices, especially if they're designed for a specific market.
If you want to install an app that isn't available in the Play Store, you'll need to enable Unknown Sources in your device's settings. Once you've done that, you can download the APK file of the app you want to install and run it. Be careful, though, as sideloading can be a security risk. Make sure you only download APK files from trusted sources.
If you want to use a third-party app store, like Amazon's Appstore or F-Droid, you'll need to install the app on your device. Once you've done that, you can browse and download apps as you would on the Play Store.
Some apps come pre-installed on certain devices. For example, many Android TVs come with the Netflix app pre-installed. Likewise, some carrier-specific devices come with apps from the carrier pre-installed. These apps cannot be uninstalled, but you can disable them.