I found a way to verify if an apk is signed or not, and tested with an apk debug version from Godot, an apk release version from Godot and a random apk game from internet. Both of my builds were unsigned, so Android doesn't allow to install them ("The app was not installed"), and it doesn't work with debug test either.
In the other hand, I'm pretty new on Android development, so I don't know if I previously made something wrong. Here are what I made:
Editor settings > Export > Android:
Adb: C:/Users/"user name"/AppData/Local/Android/Sdk/platform-tools/adb.exe
Jarsigner: C:/Program Files/Java/jdk-14.0.1/bin/keytool.exe
Debug keystore: C:/Users/"user name"/debug.keystore
Debug keystore user: androiddebugkey
Debug keystore password: android
Unique name: com.coolcompany.game
Debug: C:/Users/"user name"/debug.keystore
Debug user: androiddebugkey
Debug password: android
Release user: "the name of user"
Release password: "the password"
I didn't changed any other settings. I tested with multiple projects, all give the same problem.
Godot Version: 3.2
Android Studio: 4.0