I am assuming you are installing the atom through a DMG file. In most cases when you open the DMG file you see the application itself and a shortcut to Applications folder. You just need to drag the application and drop it in Applications shortcut icon and the application gets copied to Applications folder.
However if you don't see anything like that you have to manually move files of this text editor to applications folder so you can directly access it from there and make a shortcut on your dock.
When you run atom from your downloads folder you see a little white drive like icon, it is the disk image, which is the container for the program after copying you can eject the disk and you'll still have the program.
Now the shortcut on your dock will work perfectly fine and you will not get that question mark again.