What you download from the website is the DMG file furthest left in this image:

When you open it, it mounts a drive and should open the orange window.  This is where you’d drag TntConnect into your Applications folder. 

If you already had TntConnect installed, you might get this prompt:

If so, click “Replace”.

Now you can:

• Close the orange window
• Eject that mounted drive
• Delete the dmg file you downloaded

TntConnect is now in your Applications folder.