Android: where to find the "Unknown sources" option in many devices?

But in some devices, the "Unknown sources" options is in Security Settings and not Application Settings. How to deal with such cases?

Device manufacturers are welcome to change the organization of items in Settings, and there is little we can do about it. You are welcome to crowd-source a database of devices and where the locations of key settings (like "Unknown sources") reside, then use that database to help drive your app's behavior, defaulting to ACTION_MANAGE_APPLICATIONS_SETTINGS for those that are not in the database. Beyond that, though, there is little we can do.