You can install Native Flute manually into your Components or VST3 folder. This video shows you how. 

This is a common issue that affects software on MacOS. From Apples Support:  

"If you try to open an app that isn’t registered with Apple by an identified developer, you get a warning dialog. This doesn’t necessarily mean that something’s wrong with the app. For example, some apps were written before developer ID registration began."

https://support.apple.com/guide/mac-help/open-a-mac-app-from-an-unidentified-developer-mh40616/mac

The above link to their support article has steps to help resolve this issue. You can choose to run the installer anyway, or to always allow software from unidentified developers. This is up to you. We can only advise that our software is safe. 

If you run Native Flute and only see the message "Couldnt find any instruments" in the plugin, the presets are probably still inside your download folder (folder called #PRESETS)

You need to click Choose Folder and then select the Native Flute Presets folder.