G'day Jhorra,
When the dmg file is sitting on your desktop, double-click it to mount the volume. In the window that opens, drag the app icon to your Applications folder and then eject the volume by dragging it's icon to the trash. The trash icon will change to the eject icon. Next you can delete the .dmg file or store it for later use.
Now you need to return to your App folder to locate the newly installed app. Double-Click it to launch it and then it will open and an alias will appear in your Dock. If you want to keep it in your Dock, right/ctrl-click the Dock icon and select 'Keep in Dock'.
Now, you're done.