I can't install a dmg package of QQMusicMac_mgr.dmg

So, since its a dmg its a disk image.. When you agree to it, it asks you to drag the application to the applications folder.

There are many ways todo this.
You could use composer and create a package that drags it to the apps folder
Utilize a tool rich has written - Package Maker
https://github.com/rtrouton/Simple-Package-Creator

Either way you're going to have to re-package this to make it work.