You use software called a web browser to view content on the Internet. There are many types of web browsers. Windows bundles Internet Explorer with their operating system. Apple’s OS X is no exception. Apple bundles the Safari web browser.
Safari let’s you view content on the Internet. From time to time, you may wish to download and install new software. This brief video shows you how you do this.
When you download software it is saved in a Downloads folder by default. Downloads is found in your home directory and it is also placed in the Dock as a stack. After a files finishes, click the stack to reveal the software you just downloaded.
There is a great companion post over at OSX Help which discusses what to do once the file is downloaded into your system.