Recently i change to a MAC from pc and try to run IDE on it as well
"MAC" is not an acronym, so there is no reason to to capitalize it. Mac is just fine.
however i find that, no matter which version of IDE it is, it just not working.
What do you mean by "not working"?
drag it to application
Applications don't need to be in the Applications folder to run. Just double-click it from any folder. Depending on how your Gatekeeper settings are configured, you may need to Right-Click, Select "Open", read the dialog, and then click the "Open" button. This will allow Gatekeeper to launch the application, since it is unsigned. (Assuming your Gatekeeper settings aren't configured to disable non-mac store applications.)