Malware Pop-up on installed application... and the uninstall program...

I searched the help articles but the option provided was an "Open anyway" that would appear next to the option of "App Store and identified developers".

What do I do if the "Open anyway" does not pop up? I was able to install an app but cannot open it or remove it?

For info, I am running macOS 12.0.1 and the program is Cisco anyconnect 4.7.04056. I realize this is a dated version but I didn't have trouble on my other, older Mac.