Learning the DMG stuff is not as easy as other posters say, took me about 1 minute to work out - I had to search in Google what to do with a DMG file and how to install applications
Yesterday I installed Wesnoth 1.9.5 from a dmg. I double-clicked the dmg file, the mounted drive automatically opened. It contained a Wesnoth program icon and a shortcut to applications. It also showed an arrow to indicate that one should drag the program icon into the shortcut. I did that and I was done. It's almost always like that. One double-click and one drag.