When you download the .dmg image from Mozilla.org, it should show on your desktop as a dmg.gz file or something. If you double click that, it will uncompress it to a .dmg (a disk image). In turn, you need to double click that .dmg (if it didn't do it automatically) so that it mounts the disk image to your desktop. Once that disk image is mounted, all you need to do is open that disk image and copy the Firefox icon to the Applications folder. It's that simple.
If by chance you wanted to delete the application, it's as easy as dragging the Firefox icon to the trash and emptying it. No installation/uninstallation procedures needed.
Mind you, not all OS X apps behave like this, so always check the README files.