Apple restricts apps which have not come from their app store, so you have to allow the app through the security menu.

Follow the guide below to allow an app downloaded from the internet to run:

1. Click the Apple Logo

2. Go into System Preference

3. Choose Security & Privacy.

4. Make sure you are on the General Tab, then click the padlock and enter your password so you can make changes.

5. Click the option to allow the app to run.

You should then be able to complete the installation.