Downloading malware from itch.io is a realistic scenario, so you always have to make sure you know what you are doing. Check the page for suspicious stuff that makes it seem like it is not the real-deal, check for comments or the discussion board if it is enabled. Make a google search about your issue and see what comes up. It can always be that the game is unsafe or that someone has copied it to spread a virus.
That being said, antivirus software likes to claim executebales as malware, especially from indie games who did not go through the signing procress like the big companies. Some executebales get around that because they already are signed from the get-go with the software you make your game, but it is not always a clear-cut case.
So in such a scenario - and only if that would be the case here - you can do the following at your own risk:
1. If the files get only deleted after you start to execute them - you can go into the quarantine of your antivirus and restore them. You can then look up your whitelist of the antivirus (it should be a section under settings/in the quarantine menu/something on is own in the application) and add the corresponding file (for example the .exe) to the whitelist so your antivirus will ignore it.
2. If the files get already flagged before you can add them to your whitelist, nor can you restore them from your quarantine to do step 1 (sometimes your antivirus just deletes stuff outright without warning), you can prepare everything in your browser to be ready to hit download, deactivate your antivirus, download just that one file you need and add it to your whitelist, and re-activate your antivirus. During that process you should not keep anything else open in your browser (or something that connects to the internet unnecessarily).