The "HEUR" here stands for "heuristics"--basically, your antivirus can't flag it definitively as malware, but thinks it looks a little suspicious.
It's really just some simple python code packaged into an .exe, but because of the packaging and the "unknown publisher," it's bound to get flagged by more-cautious antivirus softwares. I promise it's not malware, but you'll have to take me at my word.
If you are still interested in running it, you can dismiss this flag (if it doesn't let you, you may have to disable your antivirus temporarily).
I'm happy to answer any other questions you have!