What security preferences are blocking McAfee?
When the message from McAfee appears, click OK and open System Preferences > Security &amp; Privacy. Under the General tab, you may see an Allow button like the image below. You will need to click this and follow the prompts to allow your software to work properly.

McAfee's knowledge base has instructions on this under the "Standalone installation on macOS High Sierra without a Mobile Device Management (MDM) profile" section of this page.This is a security feature introduced in macOS 10.13 to make sure certain kinds of software, kernel extensions, are loaded with the permission of the user. This Allow button is only available for 30 minutes after the alert appears.