Processing window not turned on on Mac

I just downloaded processing on Mac, following the instructions, but when I clicked on the icon, nothing happened. I rebooted my Mac and it is still the same.

The instruction says “if the program didn’t start, visit the troubleshooting page”, but there is no such page…

My os is Catalina 10.15.6
Please teach me on how to kick off the Processing, thank you!

Which version of Processing? 3.5.4 vs 4.0b6