Hey there. New versions of macos complain very loudly about every library used by the game because the OS “can’t verify the developer”.
The easy way to run the game on Mac is to install the itch.io app and download and launch the game from there. It will handle all of the heavy lifting and should be as easy as push-and-go. I recommend doing it this way. It’ll also automatically download updates when new builds are pushed so that you’re up to date.
The hard and annoying way is to download the zip and extract it, then run the Steelbreakers unix executable, then go through each of those notifications and open System Preferences > Security & Privacy and for each one of those popups, hit Cancel or Open (not Move to Trash) and keep pressing Allow Anyway in the settings window after each one. I recommend the itch app instead if you value your time, since it’s a very tedious process.