It can be done using a program called "Fiddler 4" on a PC that has Microsoft Store access. When you download the app from the PC that has store access and Fiddler 4 installed, Fiddler will show you the hidden URL link that gets generated for the actual app download. This link is only valid for a few min, so you have to copy the URL link and paste it to your work PC that has the store blocked. Then you can download the app without going through microsoft store. The download will be a .apk file that you can retain to restore the app again if you ever remove it or lose it. If you wait too long, the URL link will become invalid. Now, if you already have the app installed on your PC that has store access, then uninstall the app, launch Fiddler, then download the app again from the store.
My work too blocks the store access, so I used the process above to download and reinstall all the store apps (.apk files) I needed for my Edge browser
Here is a great tutorial on how this is done https://www.windowscentral.com/how-inst ... osoft-edge