It's a command line program, you run it from the terminal.
Quick way is to copy dasm to the directory your source is located at. While in the directory with your source, type the command:
./dasm game.asm -f3 -v5 -sgame.sym -lgame.lst -ogame.bin
That'll generate 3 files:
- game.sym - symbol listing. Shows your labels, defines, etc as well as their values and whether or not they've been referenced(used in your code).
- game.lst - detailed listing of how dasm processed your source code. It's very handy to reference this file if your code won't compile.
- game.bin - your game
The symbol and listing are both optional so you could leave them out like this, but its better to get in the habit of creating them because they're so useful when things go wrong - and they will go wrong 
./dasm game.asm -f3 -v5 -ogame.bin