Generally, you want to download something like the Aurora store so that you can then download your apps off that store. You can sideload each app individually but it is a bit more difficult and im sure there are less videos about that. In that case, you will usually find the APK file of your choice and download it onto your computer.
@urszula goes into more detail here: Sideloading Apps on Mudita Kompakt: What You Need to Know - #23 by urszula
All in all, Aurora Store tends to be the easiest method which is why you’re seeing it a lot.