Hi iguanaa, thanks for reaching out about your concern! Unfortunately Windows 10 warns users before installing the Bearded Dragon in the manner you have described, because of the small number of people in the world that use the program. It is safe to install the program, and when SmartScreen shows this alert, you can dismiss it by pressing 'More info' and then 'run anyway'. Hope this helps, please get in touch again if you're still stuck.
Regards, Jono.