Please look at the links I gave you.
You can put applications into the
Dock, which means when they are open and when they are not open, they will stay there. The
Dock also shows running programs which where not put there prior to launching that application, so when the application is closed (CMD+Q), the icon disappears again.
The
Finder has a
Sidebar on the left, which holds
Devices (HDDs, CD/DVDs, disk images (.dmg, -iso, ...),
Shared (computers in the same network) and
Places (folders and files which you can put there (and also remove) yourself by dragging them there).
In the following pictures you see the
Sidebar on the left, the contents of the disk image (.dmg) iSquint (for which you can see the actual .dmg in the Sidebar under Devices), which consists of the Read Me text file and the iSquint application which is dragged into the
Applications folder via the
Applications shortcut in the
Sidebar under
Places.
this is only to show the dragging process and the DMG in the Sidebar
And again, please take the time to at least watch the findouthow videos.