Bridget,
What i think may be happening is that the installer isn't trusted enough yet as Microsoft and Apple have some funny ideas about how they think software should be delivered, that i think you might see is a notice up in the top-right when you download the file saying "Subsurface isn't commonly downloaded, make sure you trust Subsurface", click the ... and then click Keep, then you'll be presented with another scary looking window where you have to click Keep anyway. Only then will appear in the Downloads folder. Go and find the installer in the Downloads folder and double-click it and you should then be presented with an installation dialog.
Jason