Wondershare data recovery does not launch on macook prob X

My internet connection is through Windows PC. I puchased Wondershare data recovery software for mac a .dmg. I copied the downloaded file onto a Macbook pro X. The Wondershare is sent to Applications, but after that it does not launch. When I prompt it to open it pops up to a loop of moving it into Application folder again, and again... So I am unable to type the Registration Code because it is in a loop. Am I supposed to download it straight to Mac for it to work or there is something different.