it says thats the game is not safe
Viewing post in Baldi's BIG City! (name not finalized) comments
It's actually perfectly fine. Sometimes Windows Firewall or other antiviruses don't trust applications or executables, probably in this case because it doesn't recognize the way Unity compiles builds in Windows. If you haven't already, when the warning appears again, you might have to click something like "more information" before it shows an option to continue running the game.