On Apple machines, it's a bit of a challenge to get it running. Here are the steps that worked for me:
1. Open the dmg
2. Drag it into Applications
3. In the Applications view, hold the OPTION key and right click
4. Keep holding and click OPEN
5. It gives a developer warning. For me, it gave that a few times with no option to open
6. Close the popup and try again until you get OPEN as an option

Thanks Achuth!