hihi, a lot of games from itch.io will trigger the "do you trust this app?" warning from windows, i'm not entirely sure why, it's probably something to do with the formatting. if ur skeptical about a game being malware tho, you can check it here: https://www.virustotal.com/gui/home/upload or make a post asking about it in some subreddit or something. regardless itch itself checks the game files for malware.
the "do you trust this app?" warning happens often, so i don't take it too seriously but if ur antivirus gets rid of the files u might want to be more careful. never happened to me so it means it's probably malware