HiMedia S500 can run most Android apps, not just the relatively small selection available in Android TV Play Store.
1. Install a file explorer. Try X-plore from Play Store. It works well with S500 remote and is very comprehensive including SMB access.
2. Change settings to enable what Google calls 'unknown apps'. Go Settings - Device Preferences - Security & restrictions - Unknown Sources. Find X-plore (or whatever file explorer app you installed) and set the toggle to on.
3. Download the app you want to install on another computer and copy .apk file to USB stick or network accessible share. e.g. Chrome, as here: https://www.apkmirror.com/apk/google-inc/chrome/
4. Open X-plore (or other file explorer), find the .apk file you downloaded (insert USB stick first if you have the .apk on a USB stick!) and press OK on remote.
5. The apk will install just like any other app.
If you want to avoid using a computer as much as possible install a web browser (Chrome, Opera etc) first and then download apks from it directly onto the S500 (note a pointing device will be needed to make using browser comfortable).