How can I install the 7-Zip application on my MacBook Pro?

Why do you need 7Zip? They only supply the command line version by default for macOS. The command line version is a bit tricky to use since it tends to rely on a Windows type/style of providing options. If you are familiar with the command line and wish to have the official 7zip precompiled binary:

https://www.7-zip.org/

If macOS is unable to open a downloaded archive, or you wish to create an archive other than a .zip file, then try using the Keka app which has a nice GUI interface.

https://www.keka.io/en/

Bistek999 wrote:

How can I run/install the 7-zip application in Macbook?

If you Control click on any file/folder >>Compress this uses the built in Archive Utility

you can drag it to the Dock

from the Finder >Go>Go To Folder copy & paste:

/System/Library/CoreServices/Applications/Archive Utility.app

selecting a compressed file clicking open is the default for Mac

many alterntives— Unarchiver.app is a stand alone download

I'll second the Keka.