The download is in the form of a Disk Image (.dmg file). Once it has downloaded, double-click to "mount" it as a virtual disk. Drag the Application(s) to the Application folder, and the manual to a suitable place. The virtual disk should then be ejected using the Finder.
You should get messages from the system asking whether or not to trust the application(s). Be sure to read the security information on my site, particularly if you are using Mac OS X 10.8 (Mountain Lion).