ffmpeg can't be used?

When I try to tell Audacity 3.0.5 where the FFMPEG codec files are located, macOS says it’s blocked because it can’t check for malware. Is there a way around this issue under macOS 12.0.1? I can’t use the installer package since I’m using a computer in the library at our college. Thanks.

FFmpeg is optional. Do you really need it?