Security: I possibly opened a malicious .dmg file on my Mac, not sure if it was installed?

I was opening a document on my computer and double-touched the file under it; A Skype.dmg file (more than likely, malicious), probably downloaded from a pop-up window. Normally, when I see them, I send them directly to the trash.

However, I made the mistake of double clicking on the downloaded file skype.dmg and I am not sure if this means that it has caused any damage.

(I am using Avast security as an example of what I saw on my screen when I pressed the Skype.dmg file)

When I double-clicked on the skype.dmg file, an installation window opened, however, I didn't click on install, I closed the window and deleted the program to the trash.

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However, then I noticed in my Finder window that the file was still there in the devices tab:

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Then I ejected the program and deleted the icon on my home screen:

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This question, although similar, differs from another question in this forum
(Are malicious .dmg application files automatically downloaded a security risk if they never open?)
because of the fact that I double clicked on the file; Open what may be a provisional facade (image 1) between installation and execution, although I am not really sure.

Although I clicked on it, did I install the Skype file?