im using 10.15.3
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