I mounted the disk image (step 1 on page 6)
And then I followed the instructions listed on the page: https://www.tonymacx86.com/threads/guide-installing-3rd-party-kexts-el-capitan-sierra-high-sierra-mojave-catalina.268964/
Starting from the words:
"The Hackintool Method"
and till the words:
"Thats it .. job done ... don't worry that the output is red .. thats completely normal, you should now reboot your system to load the newly installed kexts."
However, instead of that red output I had a message I listed above about system policy. But, as stated in AHK manual, I unblocked the kext in Security and Privacy.
As far as I remember, the kext was listed among loaded kexts even without restarting the computer.