The instructions at the top of
this page seem to be the same as the instructions for burning the Apple ASD disc,(Apple System Diagnostics) where you use Disk Utility to burn the actual downloaded img file (not the text file inside) to CD.
It would appear the actual guts of the app are somehow hidden.
These are the instructions I used to burn my ASD CD which by the way had only text files in it but once burnt, booted and ran the utilities.
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About Creating an ASD Disc
Apple Service Diagnostic (ASD) can be run from a bootable CD only.
You must create this CD by downloading the appropriate ASD disc image
from the CD Images webpage and using Disk Copy to burn the image to
disc. Follow the steps outlined below under Burning the ASD Image to
CD.
Note: Mounting the ASD disc image (.dmg) reveals several helpful PDF files
(including this document), but does NOT reveal the ASD application. The ASD
applications and bootable OS X are hidden files. To run ASD you must burn the
ASD image to CD and use this ASD CD to boot the system under test.
Burning the ASD Image to CD
Follow these instructions to burn a CD using the tools provided by OS X.
1Download the ASD disc image (.dmg) from the CD Images webpage on GSX/Service
Source.
2Launch Disk Copy from the /Applications/Utilities/ folder.
3Select Burn Image
from the File menu, navigate to the downloaded image, select it,
and click Burn.
4Insert a 700 MB blank CD into the CD burner and close the carrier. After a few seconds
the Burn button becomes active. Click Burn and wait until Disc Copy informs you that
the burn is complete.
For more information about Apple Service Diagnostic, refer to the Read
Me, User Guide, and (if present) the test results guide(s) included on the
disc image.
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Good luck, hope it works out for you.