Q: I downlaoder Trackpar firmware update but when I attempt to install I get a message "can’t be opened because it is from an unidentified developer." I downloaded from the Apple store what gives?

I downlaoder Trackpar firmware update but when I attempt to install I get a message "can’t be opened because it is from an unidentified developer." I downloaded from the Apple store what gives? The updated does not appear in the Utilities folder.