Have you tried in Settings > External Apps > Authorise?
Unfortunately, this is also what the owner of a spyware/trojan would say, but you can play online for free and with no risks if you decide not to trust the apk :)
If you want to play games from outside of official app stores, it *is* a risk that you may download malware. However, if you're sure of the source, such as games on Itch, be sure to "allow installation from unknown sources" and disable Play Protect on Android devices.