If we want to develop UWP apps, we need to activate developer mode on our development machine. To do this, go to Settings | Update & Security | For developers. Then, click on Developer Mode, as in the following screenshot. This makes it possible for us to sideload and debug apps via Visual Studio:
If we select Sideload apps instead of Developer mode, we will only be able to install apps without going to Microsoft Store. If we have a machine to test, rather than debug our apps on, we can just select Sideload apps.