Downloading concordium-client_1.0.1 from https://developer.concordium.software/en/mainnet/net/installation/downloads.html#concordium-client has no extension and is thus downloaded with/as a .0 file type. Setting the extension to .dmg or .app does not work.
It is a bit unclear what exactly you would like or expect.
What do you mean when you say that setting the extension does not work?
concordium-client and cargo-concordium are command-line tools. The intended way to use them is to download the file, make it executable, and run it from the terminal.
On recent macOS versions you will also have to allow the application to run in your security settings.
Does that work for you?