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A window will appear. Often, you simply drag the application icon into the Applications folder shortcut within that window.
If the app won't open, go to System Settings > Privacy & Security and click "Open Anyway".
For massive text files that need to be opened on a Mac after installation, or TextMate are recommended for managing large data.
Downloading and installing a Mac DMG file involves acquiring a disk image ( .dmg ), mounting it, and copying the application to your computer. How to Download and Install a DMG File
If you get a "damaged" error, try to download the file again, or try a different browser like Firefox to ensure the download wasn't corrupted.
Once the copy is finished, right-click (or control-click) the mounted drive on your desktop and choose "Eject". Downloading Older macOS DMGs