integral total lock encrypted memory stick

I have been given an AES Integral Total Lock encrypted memory stick to use for work. The specifications allow for MacBook use however does not seem to show the same set up as when I am using a windows at work. There is no option to run the hardware. This is the error message I receive when I try to run the application - You can’t open the application “TotalLock.exe” because Microsoft Windows applications are not supported on macOS.

Someone at work uses a MacBook at home and does not have this problem but does not know how to help.