WhatsApp Installer Icon on Desktop

I downloaded WhatsApp for my MacBook pro and everything works fine. I have the application icon at the bottom of my screen just as any other app I have on here. However, when I installed WhatsApp, a WhatsApp installer icon popped up onto my desktop screen and i cannot delete it. If i delete it, the entire WhatsApp application will not work and I then I have to redownload it again and keep the WhatsApp installer on my desktop. This never used to happen and it just started a couple months ago I'll attach photos so you know what I am talking about. Any help is appreciated!