The warning prompt reappears and, if you’re absolutely sure that you want to open the app anyway, you can click Open.
The app is now saved as an exception to your security settings, and you can open it in the future by double-clicking it, just as you can any authorized app.
The binary has (for some reason) the “com.apple.quarantine” Attribute attached to it. The Teamspeak Team has to fix this before packing the .dmg and then it will be fixed for all users (because the binary is already signed and valid).
FYI: For me the binary is located at /Applications/TeamSpeak.app.