Package Installation on Mac Error: "...Apple cannot check it for malicious software."

The error message you are seeing, '...can’t be opened because Apple cannot check it for malicious software.', is caused by the 'App Store and identified developers' option not being enabled in your machine's security settings.

To enable this, you will have to go to ‘System Preferences' > 'Security & Privacy' and check the 'App Store and identified developers.' option. You will also need to click the small lock icon to save the settings going forward.

Once you have done this, go back to the DMG file, right-click it, select Open With, and then choose the Installer option. A similar message should appear, but now with an Open option. Once you use Open, you should be able to install without issue.