Installing ffmpeg from dmg and then running from a terminal, is there a better way?
You are supposed to copy the program from the disk image to your local folders. The usual place for these things is /usr/local/bin

So:

sudo mkdir -p /usr/local/bin
sudo cp /Volumes/FFmpeg\ 91200-g1616b1be5a/ffmpeg /usr/local/bin/
sudo chmod +x /usr/local/bin/ffmpeg


and all should be good to go. Disabling SIP not required.

No need for homebrew or any other package handler to install a precompiled binary. You do need to read up on basic UNIX though.