Most likely this is on his system, because the game is already called an APP. Most of the problems from your side would prevent it from being registered as an app.
I think this is the default setting of "don't run programs from the internet" that exists both for Windows and MacOS, and as with Windows there is an override to tell the Mac to run the program.
If your friend has full userrights that override is one of the keys on the keyboard that needs to be pressed at the same time as he doubleclicks on the game. I don't remember if it is the Apple-key or the selector-Key or one of the other special key - when I had such a problem then I just try them one after another until the button "run this ap" appears on the window.