In the absence of any description of the problem you're having, I can only guess at the problem. Most likely is that you need to right-click or control-click TeX Live Utility in Finder, and choose "Open" from the contextual menu. That should allow you to run it.
In the absence of any description of the problem you're having, I can only guess at the problem. Most likely is that you need to right-click or control-click TeX Live Utility in Finder, and choose "Open" from the contextual menu. That should allow you to run it.