This applies to macOS Catalina(10.15), Big Sur(11) and Monterey(12).
After SentinelOne has been installed on your computer, you will see this new icon in the Apple menu bar, near the clock:
If you click on this new icon, you will see this:
To finalize the installation of SentinelOne, you need to open "System Preferences" then "Security & Privacy".
From there, open the "Privacy" tab then '"Full Disk Access".
Finally, click the lock to unlock the window.
Open a "Finder" window, then open the "Go" menu, then choose "Go to Folder..." and copy & paste this path:
/Library/Sentinel/sentinel-agent.bundle/Contents/MacOS/
Select the "sentineld", "sentineld_helper" and "sentineld_shell" applications.
Drag & drop these 3 applications to the "Security & Privacy" window you opened previously and click the checkbox on all 3.
Once done, the icon in the Apple menu bar near the clock will change to this:
If you click on the icon, you will now see this: