Starting with macOS v10.15 Catalina, only signed applications are allowed to run. However, many binaries aren’t, and running them in Terminal seems to be impossible. So either ask the developer to distribute signed binaries ($99 annually for an individual Apple Developer Account) or add it manually to the allowed applications.
The latter can be done with
$ spctl --add myFancyBinary
in Terminal, assuming that the binary is named
Or the GUI way:
Try to open
myFancyBinary in Finder. This will fail.
Open System Preferences, choose the Security control panel, select the General tab.
Look for the message: “myFancyBinary was blocked from opening because it is not from an identified developer.”
Click the Open Anyway button to the right of the message.
[Tip due to Ian Hinder, MPI für Gravitationsphysik, Potsdam]