Q: Hello how can I just transfer on program from a laptop to a iMac desktop using a Ethernet cable

you can network or target mode a mac comptuer

OS X Mountain Lion: Connect to shared computers and file servers on a network

Share files between two computers with target disk mode - Apple Support

however for transferring a program which is not user data (music, photos, etc.) you need to follow the developers directions and license agreements. Some programs need to be de-authorized, some don't but most require a clean install to write the necessary components to the correct places otherwise if you are "dragging it" from one place to another, you can easily inherent problems from this method.