For starters, the correct way of installing an app on a Mac is to place the app in the Applications folder. If the app comes with an installer (sometimes these installers come with uninstallers as well) the default location for an app is the Applications folder, unless of course it's a plug-in or a preference pane, etc. For the meantime, you could delete all of these mentioned files. As for the "hard drive icon" in your Downloads folder; eject it by dragging it to the trash. Bear in mind, that when you ran this app, it placed files that you were not aware of on your Mac. For instance, preference files, possibly application support files and folders, etc. It's a good rule to know exactly what is being installed on your Mac. I use an app called
Uninstaller. Whenever I install an app, it tells me EVERYTHING that was installed along with the app.