Your computer
blocked it
GeneralsX is not signed by Apple or Microsoft. Code signing costs money every year, and this is free software. So the first time you open it, your system stops it. You allow it once, and never again.
This is a one-time step, not a bug. You are allowing one specific app, once. No system-wide security setting is turned off, and nothing here weakens protection for anything else on your machine.
macOS
Stopped by Gatekeeper.
Double-click GeneralsX Launcher, and let it fail
macOS says the app “cannot be opened because the developer cannot be verified”, or on newer versions closes it with no message at all. That is the expected first result.
System Settings → Privacy & Security
Scroll to the Security section. There is a line naming GeneralsX Launcher with an Open Anyway button beside it. Click it, then confirm.
Installed the engine by hand instead of using the launcher? Then the name on that line is GeneralsXZH, and the rest of this step is the same.
The button only appears after step 1. If you do not see it, open the app once more and look again.
It opens from now on
You will not be asked again unless you replace the app with a new download.
Windows
Stopped by SmartScreen.
SmartScreen shows a blue box
“Windows protected your PC”. There is no obvious button. The one you need is hidden behind the small More info link.
More info → Run anyway
Click More info, then Run anyway.
Linux
A download arrives without permission to run.
Make the AppImage executable
Right-click the file, Properties, and tick Allow executing file as program. Or from a terminal:
chmod +x GeneralsXLauncher-*.AppImage
If it then fails with an error that names a library, the missing piece is libfuse2. The download page has the route that does not need it.