From the other comments I gather this is fake, but I've had similar dialogues presented to me for running untrusted .exe files. The "More info" link gives you the option to run anyways.
TBF, that’s a different story there. Firefox does the same with unsecured connections. That warning is basically there for all the non IT people who have bonuses what a signature is and run any .candycrush.exe file they see
If you think Linux competes on the average user desktop you’re too far gone. I say this as someone who runs Linux at home and works every day with Linux
Okay I just looked and this might be fake...There's ways to disable the "smart"screen filter with the group policy editor and also regedit. If you don't have windows pro, get "policy plus", it's a project on github. It's a substitute for any system that doesn't have gpedit(dot)msc
Again...This picture is probably fake, but there's a chance that it could become real.