Apple recently changed the way you can open apps in macOS 15 from an unknown developer. Before macOS 15 you could easily just hold control, and open the app.
If you try to open an app that isn’t registered with Apple by a known developer, you get a warning dialog — “The app has not been reviewed, and macOS can’t check whether the app has been modified or broken since it was released.” Here’s how to open it.
macOS 15
On your Mac, choose Apple menu 
> System Settings, then click Privacy & Security 
in the sidebar. (You may need to scroll down.)
Go to Security, then click Open.
Click Open Anyway.This button is available for about an hour after you try to open the app.
Enter your login password, then click OK.