How can I delete a pkg file on a mac

If you right click it, and click Show Package Contents you'll get a few files in a Contents folder. (Note: if you do not see Show Package Contents you will need to open Terminal.app and run pkgutil --expand mystubbornpackage.pkg path/to/expand)

One is a BOM file (bill of materials) which gets turned into a receipt that you can use to uninstall the app. This file contains a manifest of everything the package will install and where to; to read this file, use the lsbom command.

Most packages (I'm using Office 2008 here) also have an Archive.pax.gz file, this contains everything that Installer will move into the various folders as instructed in the BOM file. Most apps seem to have the .app in this archive, although dragging that to /Applications might leave it without frameworks it needs to run; so you'll have to figure out which other files it needs and where it needs them to get it to work.

Additionally, all packages can log messages, if you hit Cmd-L (or choose the Installer Log option from the Window menu, you can view them as they're generated. This might give you an idea what extra things it's installing, at the very least it's some more information if you're untrusting of the package.

Technically, a .pkg is not a file, but a folder. So maybe collecting it into a single file is essential for downloading.