TechSupper: Macs & .dmg files?

I'm one of those Windows-happy people who knows little to nothing about Macs and their crazy files & way of running things. As such, I'm hoping one of our experts here can help guide me on a situation I have... preferably as easy to follow as possible.

I have a .dmg file of a program.
I'm guessing, from what I've read, it's like an image or iso file? Something that'll probably need another pogram to be able to run?

Can someone please clarify the details about .dmg and what I need to do?
Is there a way I can burn it to a DVD+R that wont require me to install anything additional on my friend's Mac? Or, if it'd be easier, something I can install onto their Mac that can read the file?
Or is it like an .exe file or .zip file for Windows that doesn't require anything additional?

Thanks

Does this help ?

Not trying to run it on a Windows PC.
I just have the file on my Windows PC.
I'm wanting to run it on a Mac.
Do I need to do anything special to the file in advance? or afterward? Or can i just copy it to a DVD+R, put it in their Mac, and double click the file?
lol, until today I had never heard of a .dmg file...

Maybe this is better for what you want to do.

Bingo! Thanks raven, Queen of the Interwebz.

Thanks,it's good to be Queen of something.