In BlackBerry smartphones, support for third party apps is less. Most of the time you will end up installing from BlackBeryy app world even if you try to install from a third party source. Few days back I installed app directly from my laptop. I downloaded .exe file and connected my phone to laptop, boom the app got installed. So you literally won't get chance to install the app like you do in Android.
There are times you will get BlackBerry app inside a .zip file. The zip file contains file with extensions .cod and .alx. There will be special instructions from the developer to install this kind of app. Those two are the extension used in BlackBerry apps. Installing apps in BlackBerry is not simple as Android.