Thanks for the query. Just double-clicking won't work on Mac in the first time. You need to go to the downloaded app's folder from the Finder (important). Then right-click it and select open. Then select Open again. Let us know if you are still not able to run the App there. Thanks.

It is also possible that you have custom security settings on your Mac and your setup is configured not to allow any 3rd party apps.

Please check the following two articles.

https://support.apple.com/guide/mac-help/open-a-mac-app-from-an-unknown-developer-mh40616/mac
https://www.macworld.com/article/672947/how-to-open-a-mac-app-from-an-unidentified-developer.html

Please contact our support at support@reoon.com (if not already done). We would appreciate if you can update the feedback after solving the issue. Thanks.