Says I cannot install Zoom because my security settings are set to receive apps from Apple Store only

I downloaded Zoom for iMac for my new (to me) 2022 MacBook Pro with Safari but it says that I cannot install apps from outside the App Store and to go to security to change- when I go to security I am confused on what to do next- there are multiple settings showing different items to enable but none seem to allow me to install the downloaded app- can anyone help a recent convert to Apple products, please?