You didn’t follow the instructions exactly. You installed the disk image (with the .dmg extension) in your Applications folder. Instead, you should double-click the disk image while it is in your downloads folder (wherever you have set that up to be–it might be your desktop). After you open the disk image, drag the Manager icon inside it to your Applications folder. The computer cannot run the disk image. It can only run the application inside it.
You should be able to fix the situation by dragging the disk image in your Applications folder out to your desktop:
Then double-click it and drag the Manager icon inside back to the Applications folder. Only then, double-click the Manager icon in the Applications folder to open it. Let me know if that works.