The Mac way kind of depends on how you get your application. Sometimes applications come from the app store, sometimes they're ZIP'ed files that get auto-extracted, sometimes they're in DMGs that are mounted but not extracted, and sometimes they open some kind of install wizard.

Some of them you can open by right-clicking them and hitting open. Others just open directly. There are also apps that throw up an error when you try to open them and you need to go to the security settings to hit an oddly-placed button to open them. Whether or not you've managed to run the program at least once also seems to influence whether or not an app in the applications folder actually shows up in Launchpad.

Windows does half of this too these days, but these days every OS is confusing and needs specific know-how when you just want to run the tool you downloaded.