Catalina has more security to stop malicious apps from opening unless it has been notarized.
You can follow this link from the apple site to allow an app to run, specifically at the bottom of that article...
* If you're prompted to open the app in Finder and you're sure you want to open it despite the warning, you can control-click the app, choose Open from the menu, and then click Open in the dialog that appears. Enter your admin name and password to open the app.