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As I said, you need third-party apps permissions. Please, take a look at the link I gave you. Or this one, as it is updated (but it is the same thing): https://www.geekrar.com/how-to-allow-third-party-apps-install-on-macos-catalina/

I use a Mac too, and that's a common thing about downloaded games.

I've done what the guide says, it still won't open because its "damaged"

Are you opening it from the Downloads folder? If that's the case, try to move the game somewhere else.

I opened it from my desktop