Sidequest and Link are two separate things that use your device differently. You need to close one to use the other.
If you want to play PCVR games wirelessly using Virtual Desktop, ALVR or another solution. You only need Sidequest to sideload the initial application. After which it is not required.
Once you have successfully install the app you want to use, close Sidequest, open the app and follow the set up steps to connect to your PC
For Virtual Desktop Set up read more here- https://sidequestvr.atlassian.net/servicedesk/customer/kb/view/540639237
Standalone VR is an Android system - apps are either .APK or .OBB and sometimes these file types can be contained in a .zip file. You can sideload these file types to play on your Quest.
PCVR apps usually have a .exe file sometimes with other files inside a .zip
You cannot sideload PCVR files to Quest, the only way to play is via a powerful gaming PC using either Link or a wireless solution like Virtual Desktop, ALVR etc.
Files for other devices
Apps for other devices such as Oculus Go, Android mobile may have the correct file extensions, however they may be built for a different version of Android than the one that runs on Quest. Also these apps are built to be used in a different way, with different control inputs so it is highly likely they will not work.
Be careful when installing files from random places onto your device. All Sidequest apps are tested before they are published to ensure they are not malicious.