DMG files are Apple's equivalent of ISO's. Wikipedia explains at https://en.wikipedia.org/wiki/Apple_Disk_Image
If you have a Mac, Disk Utilities will do this for you. For Windows and Linux, you need some additional software. I have not verified the Windows tool, DMG Editor, but an article I read says it is ok. The following is taken from https://www.androidphonesoft.com/resources/burn-dmg-to-usb-drive.html
From Linux, however, you can do the following. You must be the root user.
apt install dmg2img
dd if=./filename.img of=/dev/sdh bs=4M
If the DMG was bootable, you now have a bootable USB.