Apple typically delivers the installer as an application bundle ( .app ), not a raw DMG file. If you specifically need a DMG file (Disk Image) for virtualization (like VMware or VirtualBox) or archiving, you have two options:
Apple also offers a direct download for older systems via their support site: How to download and install macOS. 2. Create a Bootable USB (Recommended) macos high sierra download dmg install
If Terminal intimidates you, use (free) or Install Disk Creator – both apps have simple interfaces that automate the above command. Apple typically delivers the installer as an application