In macOS Catalina and macOS Mojave, when an app fails to install because it hasn’t been notarized or is from an unidentified developer, it will appear in System Preferences > Security & Privacy, under the General tab. Click Open Anyway to confirm your intent to open or install the app.
The warning prompt reappears, and you can click Open.*
The app is now saved as an exception to your security settings, and you can open it in the future by double-clicking it, just as you can any authorized app.
*If you’re prompted to open Finder: control-click the app in Finder, choose Open from the menu, and then click Open in the dialog that appears. Enter your admin name and password to open the app.