When I try to open the program, I get the sign that Deepdwn can't be opened because the developer isn't verified. Back down is also written, that the app doesn't seem to have an malware. 

Thanks for any kind of help :) 

(also, I just got the MacBook, so I maybe also just don't know the basics, which probably would solve the issue)

Hi!

You can either: Right click (or control-click) the app in finder and choose ‘open’, and then ‘open’ in the dialog prompt

OR (and this is probably easier)

You can install the application through the itch.io app.