On Mac Sierra, you just need to do an extra step to solve the Unsigned App Problem, but don't worry, it will take less than 2 minutes.
First, open a Terminal window. Press Command+Space, type “Terminal”, and press Enter to launch one. Or, you can open a Finder window and head to Applications > Utilities > Terminal.
Run the following command in the Terminal window and provide your Macbook password (even though it doesn't show what you are typing, you can type your password and press enter):
sudo spctl --master-disable
1.Click the System Preferences icon on your Dock. Alternatively, you can click on the Apple icon in the top left of your screen and then click "System Preferences."
2.Click Security & Privacy. It will be located under the heading "Personal."
3.Click the lock in the bottom left of window. Enter your password when prompted. Then, click Unlock.
4.Click the box next to "Anywhere." This will be located in the "General" Section, under "Accept Applications Downloaded From: ". You will now be able to install VPNinja as normal. Click the lock again if you wish to prevent further changes.