If this is your first installation, you need to at least install the runtime package and possibly also the Eigenharp Windows drivers.
The 2.1 series of EigenD is the first release to move community-driven development. The infrastructure has been put into place for external contributors to work with the entirety of EigenD's sources. All the features of the Pro version have become available to every EigenD user.
Note that EigenD isn't signed for MacOSX yet.
If your security preferences only allow applications from the Mac App store or from identified developers, you have two options to install the EigenD package. Either change your Security & Privacy setting in System Preferences or right-click on the package and select 'Open' from the popup menu, at this point the installation should proceed as normal.