"silverlight.pkg" can't be opened because it was not downloaded from the App Store
Your security preferences allow installation of only apps from the App Store...."
When I go to "System Preferences", "Security & Privacy", under "General", there is no option of "Allow apps downloaded from: Anywhere".
To allow apps from anywhere, try the following commands:
1) Search and open Terminal app.
2) Type "sudo spctl --master-disable" (this disable the standard Gatekeeper security mechanisms in Mac OS)
3) Go to "System Preferences", "Security & Privacy", under "General", check the option "Allow apps downloaded from: Anywhere".
4) Now, you can install the Silverlight normally. If the installer didn't work, try to force quit the installer and do it again.
5) Type "sudo spctl --master-enable" (this enable the standard Gatekeeper security mechanisms in Mac OS again)