Microsoft firstly tested the feature of preventing non-Windows 10 Store apps to install on PC in February 2017 and added it into Windows Insiders on March 20, 2017. To resolve this problem, you can first follow this page to learn some background information and disable or enable Windows 10 to install non-Store apps with provided solutions here: Background

When you receive a pop-message, warning you that 'You can only install apps from Microsoft Store' or 'The app you're trying to install isn't a verified app from the Store', like the blow listed image, it doesn't mean that you can only do as what your PC told you.