This is because kernel extensions on modern macOS versions now need to be given permissions before being loaded for the first time. The first time you run the installer (Soundflower.pkg), it will ask for your admin password and, depending on which Mac operating system you are using, this password might fail. Users need to download and run the Soundflower Installer.pkg.
Note that this download is for Mac OS X versions 10.5.8+.
