Hey! Try following these steps:
1. Download the game and unzip it
2. Open Terminal and type "chmod -R 777 " (With a space at the end, and no quotation marks)
3. Drag the game(.app) into the terminal (It should show "chmod -R 777 /*Path to the app*/*Game Name*.app")
4. Press Return
5. Try to open it again (This time it would say something like "malicious software")
6. Press the left-top Apple icon -> System Preferences -> Security & Privacy
7. Under the tab "General", press "Open Anyway"