Add documentation about installing macOS applications

For ~~some~~ users, it was confusing to have the "application by unidentified developer" dialogue pop up when installing things like git or R. A message about that in the setup instructions would be helpful.

Start by locating the setup instructions in this documentation repository and review how installation guidance is organized. Add guidance for the “application by unidentified developer” dialog encountered when installing tools such as Git or R, then check that the revised setup instructions clearly explain the macOS step.

Written by the indexing model from the issue text.