I never installed or used the TWRP app. As far as I know, having it installed as the recovery is already enough. Or are there any extra functions only available when it is also installed as an app?
About installing the APK, it should do so if you tap on the file in amaze, without holding to get a menu or any “open with …” but there have been problems with this, I think mainly (or only?) on OpenOS, though. See here and here.