This video shows how to install the downloaded converter on macOS. We will use the Bank2QBO converter for this example. IMPORTANT: Bank2QBO is now replaced with the Transactions app, which converts from more formats and converts to more formats.
First, go to the Downloads folder and look for the converter, you've just downloaded. It should be a zip file, what macOS will automatically unzip it, and show you just the application name.
What do you need to do? Take it with your mouse and drag it to the Application folder. That's it.
Now you can start the application and use it.