How do I open a .pkg file on a MacBook Air?

Evebluesky wrote:

No. The agency provides login solutions for all kinds of system: Mac, Windows, Linux. Problem is that link for Mac cannot be open due to Mac limitations which do not let me to open pkg file on Mac.

What does the agency tell you when you report that you cannot use the system? Are you the only Mac user that has this problem?

You really need to get help from the source of the file. Nobody in these forums is going to be able to duplicate your experience, and doing that is essential for trying to figure out what might be going wrong and who has to fix it.

Evebluesky wrote:

No. The agency provides login solutions for all kinds of system: Mac, Windows, Linux. Problem is that link for Mac cannot be open due to Mac limitations which do not let me to open pkg file on Mac. Link for Windows works perfectly as Windows does not block pkg files.

You've just told us that the agency provides login solutions for all kinds of systems, including Macs. That might imply that there were several downloads on their system – and that you chose, and tried to use, the wrong one. Especially since .PKG, like .DAT, is a suffix that people have used for several different incompatible formats.

By analogy, Adobe offers versions of Photoshop built for macOS and for Windows. If I copied PHOTOSHOP.EXE from a PC to a Mac and tried to open it, of course it wouldn't run. But it would be incorrect to jump from there to the conclusion that "Macs can't run Photoshop; it's a Mac limitation."

Contact the government agency that issue the file.

Evebluesky wrote:

It is a government site for electronic identification.

Is this login.gov (USA)? If that's the case there is no app that would be installed by a PKG. Any such PKG would be highly suspect as a scam.

Evebluesky wrote:

The problem is with Mac not agency. As I needed urgent reaction I opened this pkg file on my friend’s Windows and it worked perfectly. But next time if I need to use it again what shall I do? I bought very expensive Macbook and when I need to take serious action I need to search for friends with Windows?

This means that PKG file is a Windows app/executable. Windows apps only work on Windows systems. Most places will only provide a Windows only option which is unfortunate, but that is the world we live in. If the site/government agency does not provide a macOS app, then you will need to use a Windows system to access that content.

What is the file supposed to be, where is it from?

If the agency is providing a login solution that works only with Windows, the problem is with the agency.