My phone doesn't allow me to install unknown apps. It is disabled by the admin and when I tried to deactivate all the administrative apps it doesn't allow me to do it.
Welcome to Android Central! If this is a work or school phone, then the security policies in place most likely prevent you from installing apps from unknown sources. This would make sense, since installing from unknown sources is much riskier than installing from the Play Store, and the administrator for the phone would need to protect the organization.