RecordAudio isn't signed with an Apple Developer ID, so macOS blocks it the first time. Any one of these works — you only need to do it once.
Right-click to open — in Finder, Control-click (right-click) RecordAudio.app → Open, then Open again in the dialog.
Privacy & Security — if it's still blocked on newer macOS, open System Settings → Privacy & Security, scroll down, and click Open Anyway next to the RecordAudio message, then confirm with Open.
Terminal — or clear the quarantine flag: /usr/bin/xattr -dr com.apple.quarantine /Applications/RecordAudio.app
On your first Record, macOS also asks for Screen Recording permission — that's the only channel macOS provides for capturing system audio. Enable RecordAudio under System Settings → Privacy & Security → Screen Recording.