Windows 10 includes a number of built-in security features that are designed to protect your PC from the dangers of criminal websites and malicious apps. Windows Defender SmartScreen prevents you from running some unrecognized by Microsoft’s database of popular Windows software. 

Please review the material available at https://www.tekrevue.com/tip/windows-protected-your-pc-disable-smartscreen/ on how to install software. 

Just click on 'More Info' and click on Run Anyway button.