Thanks for pointing that out, we will correct the documentation. In the future, feel free to use the feedback box at the bottom of every topic; that will send your comment directly to the Splunk documentation team.
This is actually a (minor, but tacky) bug in our installer.
We shouldn't be using our docs to point people at hidden directories to do installs. We should either have the installer package available and visible in the DMG or make sure whatever we do display on the DMG links to the correct package file, wherever we decide to place it.