This warning about blocking the application for your own safety usually means that the Windows built-in security system has prevented the program from executing. It may occur either due to a lack of trust towards the application or inability to verify its publisher. Make sure that the application is valid before altering your security settings. Moreover, you can examine information on Windows Security and digital signature of the file. DataRecovee lists typical reasons for receiving this warning in Windows.
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https://datarecovee.com/knowledge-base/this-app-has-been-blocked-for-your-protection/