I don't remember exactly what the button said, maybe "more"? It's beside the cancel/close button. I pressed that, then when it gave me more information it asked me whether or not I wanted to open the file anyway. That's how you open the game. I'm using windows not a mac but I believe it's the same
How do I change execution access? I managed to unzip the file but I can't run LearnToCodeRPG.sh. Am I supposed to type something into the terminal or is there something in settings