In the final step of setting up the Teams Application there is a window that show the Teams icon with an arrow to the Applications folder icon. A person is able to click on each icon separately to open them, however it is not obvious that the user is intended to drag the Teams icon over onto the Applications folder icon to do the actual transfer.

I recommend that you add basic text such as: click and drag "Teams icon" onto "Applications folder"

Alternatively you could just have the box say "Do you wish to copy "Teams" into your "Application folder" with a checkbox. (there can be a link with a popup to explain why it is recommended to do that).