I did not tested it, but since the game blocks closing it some virus scanner might warn you. The unknown publisher warning is normal, no need to worry, just check what you are trying to launch.
I scanned the file with VirusTotal, here are the results (0% danger) if you are interested: https://www.virustotal.com/de/file/987982889e096c4b072c2bf52bb385747f4877d2f1ad0...