Do you mean the terminal part or the Setting part? If you are talking about the terminal part, just open your Terminal app, copy and paste the thing I quoted in the earlier comment into it. To check if this works, enter “ls -l "/Applications/DAYBREAK.app/Contents/MacOS"”(remember to unzip the file before doing any of this)In the output, if you see something like -rwxrwxr-x with something behind it, it should be fine. (Or, you can definitely check first to see if it already has executable permission by checking if there is anything like "-rwxrwxr-x". If it happens with a different prefix but still with an x behind, it should be fine.)
If you still can't open Daybreak, or you are struggling with the Setting part I said, see what the system reminds you when you are trying to open the game. If you see something like "Apple could not verify the developer" or "Apple cannot verify that this app is free from malware," go to System Settings → Privacy & Security, scroll to the bottom, and a warning about Daybreak (with similar information about verification I mentioned above) should appear. Then, select Open Anyway on the right.
Try this way and tell me if you have any questions! If you can open the game now, enjoy and have a good day!