It appears that the software that came with the camcorder may only run on older operating systems.
What happens if you connect the camcorder directly to your Mac with the USB cable? Does any "drive" show up on your desktop? If so, you should be able to copy the files from that drive to your computer.
Or, if your Mac has an SD card slot, pick up an SDXC card if you don't have one already and refer to page 125 of the User Manual to copy your footage from the built-in memory to the SD card. Your Mac should then be able to access the footage from the SD card.
If your Mac lacks an SD card slot, there are USB-SD readers you could purchase.
If you do manage to copy the files to your computer, hopefully at least QuickTime player would be able to open them.
There was a problem with the DSLR cameras and Mac OS X 10.15.2 Catalina which prevented reliable USB connection, but form what I have seen this issue is resolved with the Mac OS X 10.15.3 update. Once you are using 10.15.3 I believe you may be able to access and import the files using Mac's program called Image Capture.