You can activate otherwise deactivate spotlight by holding the Command key and hitting the spacebar (space key). Alternatively you can click the magnifying glass in the menu bar (the bar at the top edge of your screen). With it active, typing letter by letter "terminal" you can hit the return key when your search "Terminal" is selected or double click the one not selected. You can click the launchpad item in your dock (the tray full of apps at the bottom of your screen) and type letter by letter "terminal" and click on it. In Finder you can do Command + Shift + U to show the Utilities folder which is where the Terminal app is and double click on it (in the menu bar at the very top click the item "Go" to see the other shortcuts). Having a Finder window open you can click on the sidebar item on the left called "Applications", then scroll to Utilities, double click it, and then Terminal. Really all you need to run this app is to delete the extended attribute "com.apple.quarantine" from the app
xattr -d com.apple.quarantine <after the space drag app in the Terminal window then return key>
Though he made it a bit simpler just using the c flag to clear all extended attributes instead of specifying an extended attribute to delete, but used the r flag to apply that recursively (everything inside the app directory as well). Sometimes you may need these options to save some time but personally I wouldn't use "-cr" together unless you need to
The problem, however, is with how many of these executables coming off of Windows machines that doesn't know anything about Unix permissions, so you often have to apply it yourself with the Terminal command
chmod +x /path/to/executable
Where the executable for Mac lives inside the *.app/Contents/MacOS/ folder. If you right click a Mac application, you can go inside it (it's actually just a directory / folder) by selecting "Show Package Contents". When you double click / open a Mac application you are executing that executable file (*.app/Contents/MacOS/executable). Without the execute permission to that executable, Finder will just say "Application can't be opened" and Terminal will say "Permission denied" when you run it within Terminal (how can you can execute something if there is no permission to execute it?). You can execute executables in Terminal just by specifying the path to it, and hit the return key. The benefit about doing it within Terminal is to display information on why it failed