How do I install a downloaded file? Where is "Install?"

I have downloaded the 3 files for Colbalt's Google Play Store. When I try to install the first file, as instructed, I click on it and get "unable to open." How do I "install" the file? The instructions just say install. I need specifics like drag finger down from the top, click on options. Next, click on more options and you will see "install" as the third option down. Double click on install and click OK then yes.

Wrong info sorry

Oops I gave you the wrong info sorry.

Did you go into Settings, App Manager, Installing Apps, and turn on install from other sources? If not you need to do that.