Not able to use Musescore on MacBook Pro with Catalina operating system -- error message

I've uploaded Musescore onto my MacBook Pro which has the Catalina 10.15.4 operating system. I was able to install it in Applications, but am unable to open it to use with music sent by my teacher who also uses Musescore.org. The error message reads that the file can't be opened because it can't be check for malicious software. I've seen some discussion online about how to address this problem, but what was recommended was not possible for me to do.

I need assistance to be able to read music I'm sent in Musescore. What is the solution to this problem?