Before starting MT4 you must allow the operating system to work with third-party apps that were not downloaded from the App Store. To do this, do the following:
Open the "System Preferences" app and go to the "Security & Privacy" section.
Allow the change to the settings.
Enable the Anywhere setting.
Open the downloaded "MetaTrader 4 Exness.dmg" file and follow the installation instructions within the app.