In latest Mac OS version, it requires all software runs from Application folder. Please download and then unzip myTaxExpress/T2Express software into Application folder, then you can run it. Read this link.
To override your security settings and open the app anyway:
In the Finder, locate the app you want to open.
Don’t use Launchpad to do this. Launchpad doesn’t allow you to access the shortcut menu.
Press the Control key, then click the app icon, then choose Open from the shortcut menu.
The app is saved as an exception to your security settings, and you can open it in the future by double-clicking it just as you can any registered app.
you can do the following. Please refer this link to solve the problem