I don't have a Mac so I'm not sure. But I think you just need to open the .app file. Maybe you have to allow apps from third-party sources in the security settings.
I don't think that's the issue I'm having. I have opened my system preference and enabled the app to be opened. The one with .app extension, as you could see from my screen shot, is Application(Intel). I think that is why I cannot open the application.