There are many reasons of why it is not working for you:
1. You need to have Android 5.0 or any newer version after that one. If you have any version previous to 5.0 you'll need to update.
2. You might don't have enough space in your device. You might need to free space if you don't have too much left.
3. The downloaded file might be corrupted. You can download it again.
4. You need to allow your device to install applicattion from Unknown sources. You can disable this setting, install the game and then enable the setting again in case you want to secure your device.