macOS Sierra really doesn’t want you to run apps that weren’t purchased from the Mac App Store. Before the latest version of the Mac operating system, you could allow apps to be downloaded from the Mac App Store, identified developers, and “anywhere.” The latter option has vanished in Sierra. However, there are still two ways to do this.
First, download the app and move it to your Applications folder. Right-click on its icon and select Open. After you select Open, Sierra will frantically warn you that the app is “from an unidentified developer” and ask if you’re really dumb enough to open it (well, okay, so it asks if you really want to open it). If you do, click Open; if you don’t, click Cancel.
There’s a second way. Download the app and move it to your Applications folder. Launch it, and you’ll get the same warning. However, you’ll only be presented with a blue “OK” button. Click it and you’re taken to the Finder. Go to System Preferences > Security & Privacy icon (pictured) > General. In the General tab, choose the “Open Anyway” option. The app will launch, and the developer will be added to macOS’ internal list of identified developers.