"Apps require more permissions than before: In Catalina (macOS 10.15), apps will have to ask for permission to access files in your Desktop and Documents folders, iCloud Drive, and external volumes. Plus, you’ll be prompted before any app can capture keyboard activity or a screenshot or screen recording. That’s good for security but it’s possible that older software won’t know how to ask or won’t work properly if you deny its request."
Unfortunately, there seems to be no equivalent for older macOS versions. "In the last few versions of macOS you’ve probably seen apps asking for permission to do things like access data in Contacts, Calendars, Reminders, and Photos, or be able to use the camera or microphone." but no control over folder access.
Here is some additional info on how to make adjustments: howtogeek.com/443611/…
Although only somewhat related, be aware of new Notarization requirements for installing software: "Newly installed apps must be notarized by Apple: Notarization is an automated process that Apple uses to verify that an app distributed outside the Mac App Store is free of malware. It’s not optional—in one statement, Apple said, “Mac software distributed outside the Mac App Store must be notarized by Apple in order to run on macOS Catalina.” (same source)
cont'd... "However, the company has also said that notarization requirements don’t apply to previously distributed software. It’s likely that older apps already on your Mac when you upgrade it will continue to work fine but if you try to install an older, unnotarized app on a Mac running Catalina that may not work." (same source)