I'm sorry if this is not my place to say anything, but the reason your windows defender told you not to open the file, is because when you are not a developer that windows knows about (which cost around 1000$ to be) you windows defender tells you that the .exe file is not know to windows.
But if you trust the developer of the .exe file you can stil open it.
I can tell you that the game does not contain any virus, as my antivirus program never said anything, and I use Kaspersky.
I hope this help :)