If you downloaded with the BookFunnel app, the EPUB is saved in a BookFunnel folder inside your Download folder. Enable sideloading in the NOOK app and give it permission to access the BookFunnel folder.
If you downloaded without the BookFunnel app, you will need to create a folder on your device and copy-and-paste your EPUB file into your new folder. Once the EPUB is in the new folder, you can enable sideloading in the NOOK app and tell the NOOK app to look inside your new folder.