If you get this message on the Mac, you will have to allow the app to install.

On the top left of your mac, Click Apple menu 
 > System Preferences, click Security & Privacy, then click General. Click on Open Anyway button

Then, after you click "Open", the app should open automatically.
You may have an issue with newer macs. Please reference this article: https://shipleap.freshdesk.com/a/solutions/articles/48001244774