1. Press Windows key + I to summon the Settings app.
  2. Choose Apps.
  3. Choose Apps & features from the left pane.
  4. Under the “Installing apps“, expand the drop-down menu.
  5. Choose “Allow apps from anywhere” and exit Settings.
  6. That should allow you to install whatever you want. However, this doesn’t mean that the UAC won’t limit certain applications that want to make changes to the system. Run them as an administrator to avoid that.