If you see the following
Appliance is not signed error message.
It can be safely ignored. 
Use provided OpenPGP signatures instead, see: Verify Whonix ™ Images.
- Whonix ™ does not use this signing mechanism and nobody else is known to use it either. VirtualBox provides neither documentation on how to use this feature nor a tool to use this feature. The provided OpenPGP signatures are a more complete and secure replacement of this feature.