X-plore File Manager
It's always useful to keep a file manager installed on your device, but if you're planning to sideload apps, it's essential.
We are blessed with a good selection of file managers for Android TV. In our roundup, we recommended X-plore File Manager, Total Commander, TvExplorer, and AnExplorer File Manager.
From a sideloading perspective, we recommend X-plore File Manager. It uses a dual-pane approach, which makes it easy to transfer an APK file from a USB stick to your device's hard drive.
Download: X-plore File Manager (Free)