Mac OS X applications are distributed in several different ways. The App Store installs an application when you press the Install button. Other applications give you a .mpkginstaller program that you click on and follow the directions.
The third major way apps are distributed is as a .app file, typically in a .dmg, .zip, or something similar. With these apps you simply copy the .app file to your Applicationsfolder.
While it is common practice to install into your Applications folder, I don't particularly like doing that. It makes it hard to tell which apps you'ev instaled and which apps. What I recommend is that you open Finder and go to the Applications folder.
Create a new directory in the Applications folder called +MyApps. You can use other names but I think that +MyApps describes what is in the folder, shows up at the top of most finder displays as a "+" comes before any letter.
Now if you need to see what you have installed. This is especially handy if you are moving computers or you broke something doing an installation.
Top 10 productivity apps for Mac OS X (techradar.com)