On macOS Sierra, the option to allow apps downloaded from anywhere is disabled. It is not visible from System Preferences at the moment (of course, it is Developer Beta 1, so this may change) so the only way to activate it is through Terminal.
1. Open Terminal
2. In Terminal, enter or copy:
sudo spctl --master-disable
3. Type your password (it will not appear, however it is present)
4. It is complete!
|Default macOS Sierra settings available|
|After entering the command in Terminal|