I got a freebie phone, I've used a program to keep the company from installing malware into it. This has a side effect of keeping me from using an app store to install a music player. Is there a way to install one from my pc into my phone?
Yes, if you can download the .apk file for the app you want, you can transfer it to your phone and once done run it from your files section in the phone itself. As long as you have access to allow third party apps to install, you should be fine.
There is no fully safe option to get the apk setup files since those are not supported officially for application setup. Exactly for the reason that they don't go through the vendor store so are not checked to see what they actually are. Just do a web search, read some of the comments if there are any and cross your fingers.