the .dmg file is the one you need to install.
the .dmg.asc file cointains the signature, so users can check that the file downloaded was created by one of the feathercoin team members.

I don’t use a mac, so unfortunately I can’t explain which software you need to verify the signature or how to install the .dmg file.

In any case you can install the dmg file without checking the signature. That’s your risk