I can't open an installer because my computer says it's from an unidentified developer or because Apple says it can't check it for malicious software . How do I open it?

Mac Security Pop-up

macOS includes a technology called Gatekeeper, which is designed to ensure that only trusted software runs on your Mac. As an example, you might see this error when you are trying to install the Bucknell CiscoAnyConnect VPN:

 or 

Here is Apple's article on how you can open installers or other programs that do not come from the App Store. 

https://support.apple.com/en-us/HT202491

You can scroll down this article to the heading: How to open an app that hasn’t been notarized or is from an unidentified developer

1. System Preferences>Security & Privacy
2. Select "Open Anyway" for the program that you have downloaded
   
    
3. When you see the 2nd warning prompt, you can click Open.