Oh I see, that is related to the Windows system, probably smart screen or Windows Defender… Basically your Windows is flagging the game as being a suspicious file, so there is not much I can do about it unfortunately. You can force run anyway, but NEVER disable your system security to run software on your computer.
One suggestion I can give you is to instead install a program called Sandboxie, it allows to run the games and other programs in a protected sandbox, that way Windows will probably allow you to run it.
Actually I think all non-online games in Windows should be run in a sandbox, you can never be too careful :).