In order to let this adapter installed and work, you have to disable the SIP and give the authority of this App to be installed.

Note: that Apple doesn't recommend disabling the SIP, but there is no other way for this Program.

Below are the steps I took to make it work properly.

• (1). Reboot into recovery mode.  For my Mac book pro, hold “command + R” at power on until the display says loading options.

• Go to the utility menu and choose Terminal.
  

• (2). Disable the SIP. Type csrutil disable and press enter, then reboot the mac to let this take effect.
  

• (3). Give the authority in order to installed on Mac. Open terminal and type this command ➤ sudo spctl --master-disable

Then you can find the “anywhere” option on the Security & Privacy page.

• (4). Install the driver. Latest Version

During the installation, it may ask you for authority.

• Select OK
  

Then go to the system preference, Security & Privacy and click the “details” to give the APP permission to be installed.

• Select Restart
• 

Then the system Reboot

After the reboot, the driver installed successfully, then the WIFI Adapter can work properly.