I used to download from my phone then SEND FILES TO TV. Later I learnt to use the downloader app on TV itself but it was complicated. Next step was to install the APK via another file explorer app.
Nowadays, I just use my favourite TV BRO(wser) to directly download an APK from any website then I install the apk using the official APKMirror Installer app.( which is also available from official Android TV playstore).
My built-in Sony browser sucks, then I discovered Puffin Browser but It didn't support downloading. Ii tried TV Bro after seeing recommendations and it's been the best so far.
I just use xplore file manager for file managing, and it also has support for google drive. If i need anything sideloaded, i just upload it from my smartphone or laptop to google drive and then install it through xplore. 1 app for many purposes