Side loading apps

My work requires that I use Microsoft Authenticator on my personal cell phone, to log in to my work account (very frustrating and unfair imo.. but that’s a different topic).

Has anyone been able to sideload these kinds of apps to a dumbphone? If so, how well does it work and what kind of dumbphone do you use? I currently have an iPhone and I’m becoming increasingly frustrated with Apple and want to get away from them.