When I download an app ?

When i download a program or an app how do I open its zip or user file to make it run and save the programs as in windows. And how do I make the app show up iin my dock.
This is confusing for a newbie like me to the intriguing mac world.

Check out:  http://support.apple.com/kb/HT2477  Mac Basics: The essentials 
New to Macs/My First Mac

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