Hello, what version of Mac do you have? It may not work with 11.0 / Big Sur and later because Big Sur blocks it automatically
There's a workaround here (it depends on what kind of error you're coming up with, but generally should work): https://stackoverflow.com/questions/64842819/cant-run-app-because-of-permission-...
are you on a Mac Yosemite 10+? That's the one most have problems with -- you can try one of these:
1. holding Ctrl while using finder to open the game
2. if that doesn't work, you may have to download WineBottler
2a. Download & install Wine + WineBottler (https://winebottler.kronenberg.org/)
2b. Run Game.exe and library files through WineBottler, produce Game.app
2c. Run Game.app
