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Usually, people rarely use APK files because Android manages the apps installation in the background though Google Play or some other application or distribution platform.
However, out there exist many sites that can offer you direct APK file downloads for Android mobile or tablet users who want to install apps manually.
In this case, you should be very careful that you trust the source or uploaders of the those files, because viruses can be delivered via APK files, similarly can be done in Windows with .EXE files.
Some words about EXE files
EXE's code will run when the file is clicked or opened. They are mostly Windows programs, games , macros or scripts.
We always recomend you to scan your files via VirusTotal free scan engine