I d/l'ed the .dmg, and when I double-clicked on it, a window containing OnyX.app and an alias to my apps folder opened...no instructions, nothing else.
I was unable to launch the app, because I'm running Catalina, and the Mojave version only runs in Mojave.
There's a "Contact" link at the top of the page I linked to.
I can't imagine why you're getting anything other than the same .dmg I"m getting?