Our game is still in the Early Access phase, you may encounter an setting issue for the first time running the game on your machine. This is becasue we haven't completed the Apple and MicroSoft certifications. This will be sovled before the Public Access version release.
For Mac users,
you need to change your security settings and open the app anyway, follow these steps:
In the Finder
on your Mac, locate the app you want to open.Don’t use Launchpad to do this. Launchpad doesn’t allow you to access the shortcut menu.
Control-click the app icon, then choose Open from the shortcut menu.
Click Open.
The app is saved as an exception to your security settings, and you can open it in the future by double-clicking it just as you can any registered app.
Note: You can also grant an exception for a blocked app by clicking the Open Anyway button in Privacy & Security settings. This button is available for about an hour after you try to open the app.
To change which apps can open on your Mac, choose Apple menu 
> System Settings, click Privacy & Security 
in the sidebar, then go to Security. (You may need to scroll down.)
The oritingal Apple support doc - Safely open apps on your Mac
For Window users:
If you receive this message while launching any file or application, you may ignore it and proceed to open it directly.
Go to the More info on the prompt 
and then click on Run anyway button.