.dmg and things like that.
A dmg file is a container for a Disk Image.
When you double click a dmg file, it decompresses and places an icon on the desktop. The icon, as you have found out, looks like a disk icon.
No surprise there, it is a disk and is actually mounted on the desktop. If you open the HD, you will see the mounted disk image in the sidebar.
Double clicking on the disk image can do a few things.
1. It presents you with an installer program and for those you just follow the instructions.
or
2. It presents you with a window that has the application icon and an icon the represents your Applications folder.(the folder has a little shortcut arrow on it)
In the case of Firefox, this is what happens. All you do is drag the Firefox icon onto the icon of the Applications folder and the Firefox application is copied to your Applications folder. This is where you launch it from. Once you have moved it into the correct place, you can go ahead and close the window and drag the disk icon from the desktop to the trash. The original .dmg file can also be trashed.
or
3. Same as 2. but the window only contains the application. In this case, just drag the icon into your applications folder and it will be copied there.
If you want to be able to launch that application from the Dock, open the applications folder and drag the application from there into a suitable place in the dock. Note that the other icons will move to allow you to put the icon where you want it.
Let go of the mouse/trackpad button and an alias (shortcut) is created in the dock.
If you would like all your downloads to go to the same place, open Safari/Firefox preferences and select the download location as the downloads folder.
Does that clear it up a little?
P
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