Mac OS Sonoma 14.6.1 and Etcher

I am trying to make a bootable USB for my new PC with no OS.
But I have a Mac min M2 with macOS Sonoma 14.6.1

I have downloaded balenaEtcher-1.19.21-arm64.dmg

I try to run the file and the only thing that happens is that a picture is showed that sugests that I put the file in the apps folder. That does not make any changes. Only the picture is shown.

What shall I do to burn my USB-stick? (So I can have Linux running on my PC)

Hope fore a quick and solving answer. Mats