I have unpacked the Mac OS ARM 64 Version, and anytime when I want to start it on my MacBook Pro M1 Pro, an error message pops up as follows: "This program 'DosBoxPure' cannot be opened!" What am I doing wrong?

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There’s been a discussion on GitHub about this problem https://github.com/schellingb/dosbox-pure-unleashed/issues/2
It turns out that on recent versions of macOS the operating system will put anything downloaded into a quarantine so downloaded programs can’t be run. To remove said quarantine-flag you will need to run a command in the terminal:
xattr -dr com.apple.quarantine /Applications/DOSBoxPure.app
After that it should run.