Mac does not trust the application so you have to manually allow it:
On your Mac, choose Apple menu > "System Settings", then click "Privacy & Security in the sidebar". (You may need to scroll down.)
Open "Privacy & Security settings for me"
"Go to Security", then click "Open".
Click "Open Anyway".
This button is available for about an hour after you try to open the app.
Enter your login password, then click "OK".
The app is saved as an exception to your security settings, and you can open it in the future by double-clicking it, just as you can for any authorized app.