Once there was an option to disable the feature by choosing Anywhere, but it no longer exists. This includes download from the App Store or App Store and identified developers. In the Security & Privacy click on the General Tab and choose the Allow Application Download From. I mentioned Gatekeeper above, it can be controlled through the Security & Privacy section of System Preferences. So you showed with a familiar message when try to open or install an unsigned software “ cant’ be opened because it is from an unidentified developer. MacOS also blocks that downloaded software that has been digitally signed, it is a process where Apple approves the developer.