Installed third party applications not showing Application folder?

Hi,
i've installed third party application outside from AppStore. i chosen "Anywhere" option on Gate keeper. however its not proper installation process hence how can i install? if i install third party application which is get .DMG file from some one else and installed. if i install those application its not displaying inside the Application folder on my Mac OS X 10.8.3.
Please anyone suggest me,
Thanks in Advance,
Suresh Balakrishnan.

if i double click on Xcode icon, Xcode application lauched immediatly. however Xcode is not there in the Application folder.
Because you didn't drag and drop copy the app into the Applications folder, so your running it from the DMG instead.
A DMG is basically a disk image volume, like any other seperate hardware volume like a USB thumb drive, a external hard drive, or another partition, except it's virtual and based all in software.
If you don't know your way around a computer you shouldn't be using Xcode to begin with.

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