Q: MacBook Dock

Drag it to the Trash.

OK, drag the original item (from Applications folder) directly to the Dock. This will create a permanent shortcut.

Mac Basics: The Dock holds your favorite apps, documents, and more - Apple Support

Oops, yes do that. That shortcut on you desktop apparently wasn't a shortcut, but the application itself. Have a look at the link in my previous post.

BTW: after you've downloaded the app, put it in your Applications folder.