How To
http://www.windowsphone.com/en-US/how-to/wp8/apps/how-do-i-install-apps-from-an-sd-card
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how to install .xap file in windows phone 8
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Hi, Shivkumarsingh,
STEP 1: Copy all the .xap files which you want to install in your Windows 8 phone to your SD card.
STEP 2: Now go to Start -> Store -> SD card and wait for few minutes for all the .xap files to be loaded.
STEP 3: Select the app which you want to install -> Select Install option.
STEP 4: If your apps are compatible then you can see them in the Compatible apps list if not it will be shown in the Incompatible apps list.
STEP 5: Once you have successfully installed the apps, you can see those apps listed in the Apps list from start.
http://windows8search.com/forum/how-install-xap-files-windows-8-phone-2630.html
Turn on sideload apps on Windows Update -> For Developer.
After that, you just transfer the xap or appx to the phone and open it
I have the same question but in windows 10 mobile