For Windows or Linux, you will need to use different methods. However, native support for DMG files is only available on Apple's desktop operating system. If you want to create a bootable macOS bootable disk, the first step is to burn DMG to USB or DVD. It is also a container to hold macOS installation image.
It usually contains all the information required to install a program on a Mac computer running Mac OS X or macOS.
A DMG file is Apple's equivalent of an ISO installation file or disk image.