This downloads the full Install macOS Catalina.app (not a raw DMG, but the complete installer).
Avoid downloading Catalina from sites like Softpedia, GetMacApps, or file-sharing forums (Mega, MediaFire) unless you trust the uploader implicitly. These files may be altered to include malware. macos catalina 10.15.7 dmg download
If you cannot access the App Store (e.g., you are on Windows or Linux looking to set up a Mac VM), you can find direct links to the .dmg or .zip installer. This downloads the full Install macOS Catalina