mac os catilina access to file or directory to apps downloaded from unidentified developer?

It would help if you could describe what error or symptoms you see when you try.

First guess would be give the app Full Disk Access.

If you are having trouble opening the App, ctrl-click on it and choose Open. Then, Click on Open in the dialog.

Here is the download page of Gretl for macOS (assuming this is the app you are using):

http://gretl.sourceforge.net/osx.html

Near the very bottom it mentions the Apple security features with a link to an Apple document on how to allow Gretl access to your files and folders:

https://support.apple.com/guide/mac-help/control-access-files-folders-mac-mchld5a35146/mac

If this doesn't work, then you will need to contact the developers to report the issue and ask for assistance.

Did you give this app "Full Disk Access" as suggested by @Barney-15E?

Unfortunately I cannot locate an Apple article, but this article has a section about halfway down about "Full Disk Access":

https://www.macworld.com/article/3311982/the-difference-between-accessibility-and-full-disk-access.html

Yes I did, but it still doesn't work :(

Then the developer needs to rewrite the app to request access from the OS.

It looks like a Java app. If so, try giving Java Full Disk Access. I don't know if that is possible (I don't have Java installed).

That second link assumes the app asks for the entitlement. You can't add apps to Files & Folders. The app must ask for access, specifically. I imagine they posted that link not understanding what was required of them to get their app into that list.

The app makes a folder named gretl in your Home folder.

You should be able to access that folder from within Gretl.

There may be others which it can access, but that seems to be the quick fix to the problem.