If the 8Dio Downloader will not open, please try the newest version of the Downloader
You can find more information on the new app here: The New 8dio Downloader App
For the older 8DioDownlaoder, you will need to enable 3rd party programs to open on your Mac. Depending on your version of macOS, this procedure may look slightly different, but you can follow the procedure in this guide to allow the downloader to open.
You will also need to make sure you have the correct version of the downloader. Make sure you get the correct Downloader for your version of MacOS from the 'Downloader' tab of your account page.