After you’ve downloaded the tar.gz file, open it, then right-click and extract the folder that’s inside, to a place where it won’t bother you, nor be accidentally deleted.
Now that you’ve done that, open the folder and simply click on “Dynalist” and it should open the app without requiring anything else. Log in, pin the app to your dock if you’d like, and enjoy.
Let me know if you have any questions about that. Fortunately it’s a lot easier than it seems.