Those are all disk images and as such, read-only.
To install most software on Mac:
Download the dmg (disk image)
Mount the image ( this may happen automatically and you'll see it appear on your desktop and in the left sidebar in finder)
Install the software (this is normally just a case of dragging the app to the folder shown or directly to the applications folder, but some come withan installer. Either way the onscreen instructions will tell you what to do when you open the image on your desktop or in finder)
Once installed the image can be ejected (by dragging it to thrash to eject of hitting the eject icon in the sidebar in finder)
The mounted image will now disappear from the desktop but the original downloaded Dmg file will be in your downloads folder, you can move, copy or delete this at will
More info here:
http://guides.macrumors.com/Installing_Applications_in_Mac_OS_X
Just for info, preview (built into OSX) does a great job of view and manipulating PDF files. Chances are you don't near Adobe Reader anyway