I got this message (again) this morning and needed to open the application anyway. Unfortunately, “System Preferences->Security & Privacy” has the “Anywhere” option removed by default in El Capitan, Sierra and High Sierra (and above I assume). To get it back, just do this from a terminal: –

sudo spctl --master-disable

This will re-enable the option in the settings panel by disabling the security check. Obviously, don’t do this unless you know what you’re doing (see here for more details)

Hope it helps