Side loading an eBook refers to getting an eBook file onto an e-reading device that you haven’t gotten directly from the store associated with the e-reading device or app.
The steps vary a bit between devices and apps, but a common method involves connecting the e-reading device to a computer via USB cable and transferring the file over, or sending to a special email address (for Kindle), or something similar.
You can do a quick online search to find instructions for a variety of devices and apps. One such site is 52 Novels, which has detailed steps for several devices and should help get you reading soon.
You may also be able to download the file using the web browser on your device and use the Import option, if your reader app supports it. The Kobo reader, for example, provides this option.
I’m sure you’ll figure it out, but if you’re blocked, send me an email and I’ll try to help.