Extract the downloaded .zip archive by right-clicking the file and select "Extract All...". Extract Corelyzer to the desired directory and double-click the Corelyzer icon to launch.
If you use Safari browser, the application should be downloaded and extracted in your "Downloads" directory. If you use other browsers, please unzip the downloaded file (double-click it) and you will get the application.
You can drag-and-drop the application in your preferred disk location like the “/Applications” directory or even your Desktop. Double click the icon will launch the Corelyzer program.