Gatekeeper will probably prevent to execute any program in the distribution, you can allow the execution one by one with the mouse in finder, or use the spctl command line:
cd to the folder where you extracted the distrib, cd the bin sub-folder,sudo spctl --master-disable
for x in *; do sudo spctl --add --label "lv4" "$x"; done
sudo spctl --enable --label "lv4"
sudo spctl --master-enablelv4, and allowed to be executed.