To address your request, it is important to clarify a common technical misconception: . Rather, it is a Macintosh Disk Image file used for distributing software and assets, including fonts.
Open (press Command + Space and type "Font Book").
: Mount it by double-clicking it. This will make the contents of the disk image available in the Finder.
In this long-form guide, we will explain exactly what a DMG file is, why fonts are distributed this way, and—most importantly—the safest, most efficient methods to get from a on both macOS and Windows.