An issue with OS X when trying to open Apple Disk Images (. dmg files)

Hi everyone,
Is there a problem with Os X when one tries to open a DMG file downloaded on a Windows machine?
What actually happened was, I downloaded a .dmg file to install VMware fusion from mac torrents. I used a torrent client on a machine running windows 8.1 to download this file. Then I loaded it to a flash drive and tried to open it on my Mac air. Then an error popped up saying that the file cannot be opened cause it's corrupted.

The reason why I felt this is more an issue with the Os X rather than some issue of the torrent was because the same thing happened when I was trying to open another file downloaded from a source which is more reliable than torrents as well.
And both these files were downloaded to systems running Windows 8.1. Can there be a possibility for the .DMG files to be incompatible when they are downloaded to a machine running windows and when they are opened subsequently on a mac?
I'm on El Capitan and using a Mac air early 2015 model.
Any help / guidance with this regard will be much appreciated.