"The app you're trying to install isn't a microsoft verified app" error while tried to install an application

Once you are at setting Home page, you have Apps & features on the right window screen. Apps & features screen, there is a box that has options such as Allow apps from store only, If you tap that box you can change the settings.

If this option is not showing on settings, right click on the installation file go to properties, general and then unblock the file from there.