My guess would be that your device has a security setting turned on that restricts downloads and installs of suspicious files. You may have to turn that off for a moment and see if that allows the game to download
not sure what phone you have, but on Android you can simply go into the browser apps settings. Look for a line item called something like "install from Unknown Sources" or "Install Unknown Apps." Just make sure that box is check on, and if that's the issue that should resolve it for ya.