By default, macOS only allows applications to be installed from the App Store:
When downloading third-party software on a Mac for the first time you will need to change your Security & Privacy Settings by following these steps:
1. Click the Apple logo in the top left-hand corner and then click 'System Preferences...'.
2. Click 'Security & Privacy'.
3. Click the padlock symbol to allow changes to be made.
4. Enter your username and password.
5. Click 'App Store and identified developers'.
Note: To ensure the changes are saved, click the padlock symbol again.
You will now be able to install your software on your Mac!