Once you double click the DMG file it will open as a read only drive and appear under devices, if you then click on the read only drive it has opened as there will either be a .pkg file you can double click which loads an installer menu.
Open DMG on Windows. DMG files are not natively supported by Microsoft Windows OS. DMG format is a native Mac OS disk image format which is used to distribute installation packages within Mac OS. In order to open DMG file on Windows you will need a special software which has support for this format.
If however it is just a single icon or program on it's own, then you need to drag (or copy and paste) it into the applications folder on the computer.
Origin Dmg Won't Open
Once it has finished copying, you can then eject the mounted read only drive image.
Android Dmg Won't Open
Additional instructions here; http://www.howtogeek.com/177619/how-to-install-applications-on-a-mac-everything-you-need-to-know/