Mac dmg os.Burning a CD or DVD in Windows 10 using Windows Media Player This tutorial will show you how to burn video(s), MP3, and WMA audio files and pictures to a Data CD or DVD. To burn a DMG file, please follow the below steps, 1. AnyBurn can extract dmg file, convert dmg file to iso format, or burn dmg file to a new disc directly. Most of Mac OSX software are packed into a dmg file, which can be mounted as a volume within the OSX Finder, thus you can install the software without using a physical disc. The DMG files normally contain program installation files for Apple system and applications, but they can also be used to hold compressed. Like ISO files, DMG files are essentially disk images, which are intended to be used with the Mac operating system. How To Burn Dmg File To Dvd In Nero Windows 7 DMG files are a Mac OS X Disk Image files.