External BD Drive not working on my Mac

The Pioneer software is for Windows only and Apple does not natively support Blue-ray.

see > https://www.pioneerelectronics.com/PUSA/Computer/Computer+Drives/BDR-XD08UMB-S#MinimumSystemRequirementswritereadBDDVDCD

At this point I'm guessing that the pioneer might work with your Mac's for standard CDs and DVDs, but not Blue-ray.

Your photo does mention that no Mac software is included. I.e. the manufacturer lets you figure that out on your own, without recommendations.

Note: No macOS applications included in the download bundle. Please use applications that suit your requirements.

Since you can not open the driver I am going to assume that it is formatted for PCs, not for Macs. Most likely you need to reformat the disk to be able t use it with your Mac. To do so, you should only use the Mac app Disk Utility to do the reformat and format it the same as your Mac's HD is. Many external disks ship with maintenance apps. Never, never use it. They almost always cause big problems. Only use Disk Utility and you should be ok. If you are then still unable to use the disk, return it to the vendor.