Ejecting install files removes program

Hi,

I'm running Catalina version 10.15.6 on a MacBook pro. I'm having this issue in which I can't get rid of several of the install files for programs I've downloaded. This is happening for some, but not all programs I've downloaded - namely, Chrome, GIMP, and IPVanish.

When I try to delete the files that show up on my desktop, it says they're in use. So I go to Finder and see that all these files are open under "Locations." I eject them (assuming that their work is done), only to find that when I try to open any of these programs, I have to repeat the install process, and am back where I started.

Any help would be much appreciated - thank you!