No exe to install a program on the mac.
Once unzipped, simply move or copy the files to the applications folder. Most newer apps will open a window with the program icon and the applications icon present. If so, simply dragging the program icon to the applications icon will put files in the proper place.
Then go there to run the program via double click. Or set up an icon on the dock
to run the program from there.
edit,... just took a look. I think you are after a .dmg file, not a .tar.
2.5.0 for IntelMac.
When opened it simple shows a OpenCPN icon. This should be then transferred to the applications folder. Open the folder window and drag n drop works fine.