Space Pig

If you are downloading for macOS, download the dmg file and double-click to open the dmg. You can then open the app straightaway or feel free to drag it to your Applications folder. If you get a pop-up with a message along the lines of '"Space Pig" can't be opened because Apple cannot check it for malicious software.', then choose 'Show in Finder', right-click the app in Finder and click 'Open'.

If you are downloading for Windows 10, download the exe file and double-click to open it. If you get a message from Windows Defender about it being unsafe to run, just run it anyway. The message appears because the app is new and basically unheard of, so it has no "reputation" with Microsoft SmartScreen. But it is safe :)