To be able to use adb you have to enable developer settings on the phone. To do this you open the settings menu and open about phone. In the about phone menu find the build number and tap on it repeatably about five times. You should see a message pop up saying your x amount of taps from becoming a developer. Once the developer options are enabled they will appear in the settings menu. In the developer options find android debugging and turn it on.
Now you need adb installed on your PC as well. You can do this a few ways on most operating systems. You can download Android Studio which has adb along with a bunch of other development tools. You can also download just adb and fast boot tools as a minimal download, which I recommend if you are not trying to develop android apps, ect.
Now with adb sideload you have to have the phone connected to the PC with android debugging turned on. To check if the PC recognizes the phone open a command line terminal and type: adb devices. If the PC recognizes the device and lists it then you know adb sideload should work. You can now use adb sideload in the command terminal to load the file on your phone. If you need more help with this you may also check out the xda forums.
Not sure if you are trying to figure out how to use adb sideload or if you are trying to figure out why your phone is wanting you to use adb sideload. Are you trying to install something? If so it may need to use adb sideload for it to work properly. With out more info its hard to give helpful answers, so I hope this is useful for you.