Apple made changes to Gatekeeper in macOS to hide the option to install applications from anywhere. By default, under security settings, you only have the options of App Store and App Store and identified developers. There are a few simple ways around this limitation.
Allow all apps from anywhere to run
After you disable your default security settings, you can go back into your security settings and you should see anywhere as an option.
# disable default security settings sudo spctl --master-disable # enable default security settings sudo spctl --master-enable
Allow a specific application to run
You can you can add or remove an exception for a specific app to Gatekeeper.
# add an exception spctl --add /path/to/application.app # remove an exception spctl --remove /path/to/application.app