go to terminal and type sudo chmod -R 775 then drag and drop the game app into the terminal and press enter. type in your password and then try to open it again. not sure but you might need to put the game app into a separate folder as well.
You have to add a space after 775 for it to work. Also, your mac may still not approve of it, as its from a unknown third party developer, meaning you will need to check online how to give your self permission to use apps from unknown third party developers. It's not that hard luckily.
Edit: You will also have to then take the game.app out of its folder, and probably place it in applications.