Downloading and Activation is

So - I’m trying to download Audacity to my Mac (Mojave) and when I double click on the download icon I get this error message. Has anyone received this and what did you do to continue ? Thanks in advance!
Message:
“audacity-macos-3.1.3-Intel.dmg” can’t be opened because Apple cannot check it for malicious software.

Are you downloading from https://www.audacityteam.org/download/mac/ ?
– Bill