With macOS High Sierra 10.13.4, there is no option by default to allow apps from unidentified developers in -> System Preferences -> Security & Privacy -> General:
Close the window and type the following command in terminal:
sudo spctl --master-disable
and enter your password. Now go back to and the previously hidden Anywhere option is displayed:
Note that if you change a more secure option, the Anywhere option is hidden again when you turn on the Security & Privacy window next time.