Sideloading installs software through a route outside a device's usual integrated app-store workflow. Whether it is supported depends on the platform, configuration and software package involved. It is an installation method, not a way to make incompatible software suitable or a guarantee that a downloaded file is genuine, safe or maintained by the expected publisher.

A practical example
A platform may permit an owner to install a compatible package obtained directly from a verified developer. The user still needs the correct edition for the device and must understand how later updates will be supplied through that particular installation route.
A common misunderstanding
Do not disable protections or install an unknown package merely because an online guide provides a short code. Verify the publisher, file source and platform requirements before using an alternative distribution method.
Related terms
Stable technical definition. Editorial approach