Open the Terminal app from Launchpad or Spotlight Search.
Copy the following command. Make sure there is a space at the end, but do not press Enter yet:
sudo xattr -cr
Drag the unzipped Generals Online.app into the Terminal window. The path will be inserted automatically. Then press Enter.
The Terminal will ask for your Mac administrator password (the PIN/password you use to log in to your computer).
When you type your password, no characters or asterisks will appear on the screen. This is a normal macOS security feature. Just type your password blindly and press Enter.
You can now double-click the app to launch it! In the launcher, select the folder containing your original Windows game data.
~/Command and Conquer Generals Zero Hour Data/~/Command and Conquer Generals Zero Hour Data/maps/~/Command and Conquer Generals Zero Hour Data/Replays/