You have to go in your "System Preferences" > "Security & Privacy", and below the "Allow apps downloaded from" you've to click on "Open anyway".
If it doesn't work after that, you just have to relaunch the app and it will work.
I just did that and it worked.
If you need more details, tell me.
Edit:
This other method worked:
https://support.apple.com/guide/mac-help/apple-cant-check-app-for-malicious-soft...
(long press left click + control key -> open) : it will make an exception for this app and open it.