Instalation package doesn't open on old Mac

Hello, please help me, I’m stuck!

I have an old Mac from early 2015 (3.1 GHz Dual-Core Intel Core i7, 16Gb 1867 Mhz DDR3). The operational system is macOS Monterey.

I tried installing Anaconda3, but the installation failed before it even ended. I found a similar case here and the person was advised to install Anaconda2.

I went ahead to do it but even before the installation launched I received a message:

“Anaconda2-2.4.1-MacOSX-x86_64.pkg” can’t be opened because Apple cannot check it for malicious software.
This software needs to be updated. Contact the developer for more information.

I would appreciate any suggestions. I am starting a course and my mentor is unavailable for the next week.