It's quite easy. Download the app and unpack it - you should have a Ethereal.app file in your Downloads Folder now.
Then open a Terminal (you can find it in "Applications") and type:
cd Downloads
chmod +x ETHEREAL.app/Contents/MacOS/ETHEREAL
After that, you can click the "ETHEREAL.app" in the Finder and it should start normally.
Neat game!
For the mac version on Catalina, I had to do the chmod +x trick (https://superuser.com/questions/898124/the-application-someapp-app-can-t-be-open...).
I just tried to run the mac version on Catalina, but needed to do the "chmod +x" trick (see https://superuser.com/questions/898124/the-application-someapp-app-can-t-be-open...).
