Most applications have you download a disk image, which OS X will mount. Applications themselves are just folders that OS X changes to appear as a single item.
To copy them from Terminal, do the following:
- Double click the disk image in the finder first to mount it (no need to do this via the terminal)
- "mount" to see where it's mounted at. Look for something like this:
/dev/disk2s2 on /Volumes/vlc-2.0.4
- "ls /Volumes/vlc-2.0.4" to see the files, look for the one with .app as a folder extension
- "cp -Rv /Volumes/vlc-2.0.4/VLC.app/ /Applications/" to copy the folder to Applications. -R is for recursive, v for verbose.