At first, you have to make sure that your iOS version is 8.0 or newer. If so, follow this link to HockeyApp from your iOS device.
After this steps installing will be started. If you'll try to run the app after that you'll see this.
Don't be scary. You just have to trust the developer from your Settings.
iOS 9.1 and lower: Settings > General > Profiles
iOS 10+: Settings > General > Device Management
iOS 9.2+ & iOS 11+: Settings > General > Profiles & Device Management