I might have an idea of what is happening here, sharon76.
The DMG file is created when you create a backup copy of your company file in QuickBooks for Mac. You can use this link for reference: Back up your QuickBooks Desktop for Mac company file.
Before deleting the affected DMG file, make sure you have created the most recent backup copy of your company file. If this DMG file is already the most recent backup copy of your company file, I'd recommend deleting the older ones.
Note that you can open this DMG file to restore your company file: Restore your backup company file for QuickBooks Desktop for Mac.
Meanwhile, your question is tagged under QuickBooks Online. You can provide us more details of what specific program or product you're using. This would give us an idea of what is happening and how we can further help you.
Let us know if you need anything else.