Note that Apple removed support for RPG Maker MV (which Lust Doll+ runs on) with macOS Big Sur 11.0 and later. If you are using version 11+, you might need to play on browser, or use another device.
Source: https://forums.rpgmakerweb.com/index.php?threads/regarding-future-rpg-maker-mv-m...
You can try this method to run it locally though:
Running in a local web server (Thanks to Joewolf for the method. https://www.reddit.com/r/RPGMaker/comments/186fmuh/guide_how_to_play_windows_rpgm_mvmz_games_on_mac/?rdt=37314)
---
STEP 1: Install Node.js
• Go to Node.js and install it. (https://nodejs.org/en/)
STEP 2: Install http-server
• Open Terminal and enter the following:
sudo npm install --global http-server
STEP 3: Get path to game
• Finder → View → Show Path Bar
• Open game folder → www
STEP 4: Run http-server from game folder
• Open Terminal → type cd → drag & drop file path of www folder → press enter
• Enter http-server to start the local server. Use the following code:
http-server -c-1
• Copy & paste the local URL into any browser, and the game starts!
• When you're done playing, closing the Terminal window turns off the local server