1. Quit out of System Preferences
2. Open the Terminal app from the /Applications/Utilities/ folder and then enter the following command syntax: sudo spctl --master-disable
3. Hit return and authenticate with an admin password
4. Relaunch System Preferences and go to “Security & Privacy” and the “General” tab. You will now see the "Anywhere" option under "Allow apps downloaded from:".

Tags: How to Allow Apps from Anywhere in macOS Gatekeeper