The easiest way to install .deb files outside of Ovi store is to use a file manager. Just tap on the file and you should get an option to install. You have to enable permission to install external files in settings. Anyway the file manager will cue you if you haven't enabled it yet.

enki71, there is no downloads folder. Copy the .deb file from your PC to a directory on your N9. You can also create a new directory. Look for the directory in file manager.