Have you installed other apps without issue? Where are you putting the file on the mac when it downloads to the mac? Myself I always found it best to store the file onto /tmp and then launch whatever should happen from there. Many different tricks depending on the app as well. 

I use the new option in ZCM for MAc bundles. I only upload the dmg or pkg file in ZCC and all other will do Zenworks normally, like an msi file.

Never successful installed an app with this option. It seems that the file will be extracted in the Zencache\xxxxx Folder and there seems to be a problem. The folders are there.

Just to clarify. When you say new option for mac bundles what do you mean? If you are referring to the new way of using MDM as source for installing apps versus using the zenworks agent? If yes it will not work. It is an unfinished product. No idea whether it will be finished with how long it has dragged out. I have complained for years about they keep falling behind with Apple products. Ughh. Sorry to rant. Just frustrated.