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Once you get over just a few transitional concepts, it is really smooth sailing.
Let us know whether it be imac/tower or laptop, as some keyboard tips will work for one or the other.
Then the simple translations of win keys to mac: right mouse click is ctrl click - or tapping trackpad on laptop, if set in system prefs) the apple key, also called command key is similar to ctrl on pc (so cut/copy/paste are cmd+x, cmd+c, cmd+v and so on) the ctrl key is like the option key on pc
Now, to the question, and not sure I understand totally, but will take a shot. When you download, Safari will put it wherever the safari preferences panel has been set to put it. The default is desktop. Those are often zipped or otherwise compressed, or a disk image (.dmg) if you double-click the compressed, they will often leave a dmg file as a result. Double-clicking the dmg will "mount" it, and it is really an emulated disk drive image with files inside. There will often be readme files and such.
One key thing to remember is NOT to run programs from the disk image.
Most of the time you can just drag the program file icon to your applications icon in the sidebar in a finder window. Sometimes there will be an alias to the applications folder in the disk imaage itself - this is a convenience feature, as it still goes to the same place. It makes a COPY to that destination, so a small file might copy so fast you don't notice. Just look in that applications folder to see that it is there. Unmount disk images (like you would a cd - cmd+e, or click the "eject" icon in the sidebar-it is a triangle with a line under it)
Some programs will run an installer, and these generally let you put it anywhere. But you should always put programs in the main applications folder or a subfolder like graphics or audio within these is also fine. Don't be confused that you ALSO have an applications folder within your HOME folder - this is for programs (apps) that ONLY specific user should use, so in a multiuser system you can hide it from other users. Usually you want to have an app available to ALL users.
Sometimes when a pop up file requester appears, it will offer to save to a default folder, but there is a little "down-arrow" that opens up to full size with all the options you need to put things where you want. This gets new users, and is supposed to make things easier, but I disagree - it confuses people, in my experience.
I hope this all helped - I think I rambled a bit, but pre-coffee headache will do that. good luck, and feel free to ask anything. You will also get more info from apple related sites, but please hang out in this DU subgroup from time to time - we need more people here to liven it up a bit!
bp
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