virtualbox.org

But I found I can't drag it to application for the installation purpose. <--by left-clicking and dragging the mouse. I think this is because of running MAC on VirtualBox.
Is there any setting I need to config on VirtualBox which is on the Windows 10 platform?

Windows host OS and Mac guest OS is only allowed if the physical computer is an Apple computer. OSX guests on non-Apple hardware

If you are using a real Mac, post again on the Mac Guests forum, with a zipped vbox.log:
Please right-click the guest in the main Virtualbox window's guest list, choose Show Log. Save the far left tab's log, zip the log file, and post the zip file, using the forum's Upload Attachment tab.