Well, when I look for this phrase, I get a lot of links on how to use the SD card to install the application, I do not have an SD card, is there any other way to install the application from the XAP file
This is currently not possible. if you download xap to any memory other than an SD card, you will first need to transfer it to the SD card and then install it there. Read this official blog entry for more details - http://blogs.windows.com/windows_phone/b/windowsphone/archive/2012/12/13/windows-phone-store-expands-adds-new-features.aspx
here what is quoted on the website -
The online store also has support for installing applications via SD card, which are supported by many models of Windows Phone 8. This option can be useful when cellular or Wi-Fi connections are not available. Take a look for the “Download and install manually” link in the application details page. Click to download the application file or.xap file, which can then copy it to the phone’s SD card and install. (See I'm installing apps from an SD card? For step-by-step instructions.)
To install any xap from an SD card, read this blog post - http://www.windowsphone.com/en-US/How-to/wp8/apps/how-do-i-install-apps-from-an -sd-card
If your phone is unlocked by a developer, you can use the application deployment tool that comes with the Windows Phone SDK. For the developer to unlock the phone, register your Microsoft account at http://dev.windowsphone.com (pay the fee), download the SDK and run the unlock tool.
If it is a corporate application, you can also download the application to another location by downloading it (via the Internet) and installing it. You will need to first copy the XAP code and set the application registration token for this. See this post for more details: http://nicksnettravels.builttoroam.com/post/2012/12/03/Windows-Phone-8-SDK-Deploying-Multiple-Enterprise-Applications.aspx
You can freely register for Windows Phone App Studio , and then the developer unlocks it for free.
More details here .