Hi moussa257,
Thanks for reaching out using Apple Support Communities. Here to help.
Thanks for reviewing the related article, Community etiquette guidelines!
We understand you are having trouble installing an application you downloaded from the web, is that right?
This sounds like a feature on the Mac called Gatekeeper. This is a tool that provides warnings and disclosures when opening applications not on the App Store or from trusted developers. You will still be able to allow these applications to open, but there are some settings you will need to take a look at. This next article will provide relevant images and guidance.
Safely open apps on your Mac
Head to System Preferences > Security and Privacy, then select the General tab. You will need to click the lock at the bottom left to make changes. For the section 'Allow apps downloaded from' you can choose App Store and identified developers. In the article above, take a look at the section titled 'If you want to open an app that hasn’t been notarized or is from an unidentified developer'. If an application is not identified but you wish to open the app anyways, an Open Anyway button will appear here giving you the option to bypass the security block.
You would not need to pay for an app in the App Store in order to manage these security settings or allow applications you are wanting to download and install.
Hope this helps! Take care for now.