Ableton 10.1.12 or less?

The installer will not work, but not to worry. There is still a solution.

Navigate to Ableton Live in your Applications folder, right-click (or Ctrl-click) it and select 'Show Package Contents', then go to Contents/App-Resources/MIDI Remote Scripts and paste the "SkymAbletonScript" folder there. This can be found under the “Ableton” folder in the package download on this page.