The blog post below contains a useful flowchart showing how to open a non-Mac App Store app on Catalina.

https://eclecticlight.co/2019/10/04/will-gatekeeper-let-me-r...

A follow-up post mentions that standard users will not see an Open button at all.

https://eclecticlight.co/2019/10/05/what-to-do-when-a-newly-...