Yeah, it depends on your mac version! Basically sometimes apple will restrict unsigned apps from being run (signing apps means having a developers license). I think for catalina this works: youtube.com/watch?v=i9TtoOJjGpU
If you have an older version you might have to google around... when I tested it what worked was right/control clicking the app and the selecting run from there: https://www.howtogeek.com/205393/gatekeeper-101-why-your-mac-only-allows-apple-a...