PrettyMD isn't signed with Apple's $99-a-year certificate yet, so the first time you open it, your Mac says it can't verify the app. That's normal for small apps like this one — the steps below are Apple's own way to open it. Takes about 30 seconds, and only the first time.
You do this once. After that, PrettyMD launches with a normal double-click.
Open the PrettyMD.dmg you just downloaded, then drag the app into your Applications folder.
Double-click PrettyMD. Your Mac shows the message below — click Done (not “Move to Trash”). This first try is what unlocks the next step.
Open System Settings → Privacy & Security and scroll down. You'll see a line about PrettyMD being blocked — click Open Anyway.
Use Touch ID or your password, then click Open Anyway once more. That's it — from now on PrettyMD opens with a normal double-click.
These are Apple's own steps — full guide: Open a Mac app from an unknown developer ↗