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Did you extract it out of the ZIP to a seperate folder?

If that doesn't work, try the following

1. Open a terminal window (CMD + Space -> terminal);
2. Using the cd command, navigate to the place where the application is stored: cd <path_to_application>
3. Run chmod +x <application_file> to make it executable. If it doesn't let you, sudo it:
   sudo chmod +x <application>.
   
   let me know if it didnt work