This applies to macOS Big Sur.
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:
Select the "sentineld", "sentineld_helper" and "sentinel_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:
SentinelOne is now active and protecting your Mac.