Go to Settings > Security > Enable "Unknown Sources" (or "Install from unknown apps" on newer Android).

Mastering the timing of your boosts is the secret to dominating the highest difficulty races.

You can download the emulator directly from the Google Play Store, which runs flawlessly on almost any modern smartphone. Finding a clean PSP ISO file of Asphalt 6 is often much safer and easier than configuring an ancient Android data cache, and it provides built-in controller support and upscaling options.