Where is my Quicken Icon on Mac Big Sur

What you downloaded from Quicken was a disk image file containing an installer. By default it should have downloaded into your Downloads folder. Double click on the Quicken.dmg in the Downloads folder and it should open a window containing the Quicken Installer program. Double click on that, and it will install Quicken into your Applications folder.

Quicken won't be added to your Dock automatically; the first time you run it you'll have to right click on the Dock icon to tell it to permanently keep it in the Dock. I don't recall that Quicken ever supported the Dashboard, but since that's been deprecated for a decade now & completely removed from the OS for several years I wouldn't expect it to still be supported now.