I know that, unfortunately as VB6 is often used for making viruses, Windows Defender is very suspicious. Sometimes I also get the notification just while compiling. But it is obvious that we cannot have blind trust in a tool downloaded from the internet, it is a real issue.
A workaround would be to digitally sign the program but I don't have the resources to do that yet.
In any case, thank you for your comment Mostafa808