Gatekeeper in macOS that saw now by default only allows you to run downloaded from the App Store or the App Store and identified developers applications. Advanced Mac users can activate a third option, which is the ability to open downloaded applications from anywhere in macOS Sierra.
To be clear, the "Allow applications downloaded from: anywhere" is hidden by default Gatekeeper for macOS Sierra. You can see that in the preferences panel privacy and security, and under the "General" section is not that option to apply Gatekeeper, but despite this, with the help of the command line, you can return to see the third option and regain the ability to open apps that come from anywhere.
How to make the app from anywhere are allowed by Gatekeeper in Sierra macOS
Open the Terminal application from / Applications / Utilities / folder and type the following command:
sudo spctl - master-off
Press the "enter" key and authenticates your administrator password.
Back aa security settings default Gatekeeper in Sierra macOS
sudo spctl - master-enabled