I already understood my error, but I explain it in case anyone finds it useful.
I am compiling the application from Windows using Animate CC.
When I generate the Runtime embedded aplication, the output is a folder "appname.app" (which caused my confusion). I assumed that this output would run on both Windows and Mac since that had the .app at the end. On windows everything worked by going into the folder and running the executable and Mac simply said it was wrong.
I compiled the application on a Mac and this output works.
Then from windows only versions are generated for windows and from Mac only versions for Mac.
Now my client tells me that the Mac version shows a message that says the developer is unknown
I understand that this is corrected by generating the certificate from the apple site (file CER and converting it to P12), I go in this step and I comment my results.