1. You need to enable Allow apps downloaded to Anywhere in System Preferences/Security & Privacy.
2. Once done, open the Mac Terminal and use this command:
sudo spctl --master-disable
then type in the password once prompted. Once done, use this command
sudo chmod -R 755 /Users/username/path-to-game
3. Make sure to change username to the user that has the Game file, and path-to-game to the path where the game file is at.
This will help to disable the firewall that causes the Game to be locked. Now you can open the game!