You will need to enable the Thunderbolt extension in privacy & security settings on your Mac.
If the pop-up is not visible, you will need to go to your Mac Settings. Go to "Privacy and Security" and ensure that "applications downloaded from App Store and identified developers" is enabled. Finally select "Allow" as shown below.
You'll now need to enter your password -
Once complete, restart your Mac and the Horizon drivers will be up and running.