Whenever I downloaded a new .dmg (in this example I will call it myprogram.dmg) file and tried to run it nothing happened. I tried rebooting, updating (to 12.4) and control+click -> choose DiskImageMounter but it refused to open.
To get around this I opened Terminal (either search for it or open via Finder -> Applications -> Utilities).
Change directory to where you downloaded dmg file. In my case It is in my download folder
cd /Users/jordansphere/Downloads The run the following command to mount the dmg file for installation
hdiutil attach myprogram.dmgYou can then install from there.