I downloaded the program and when I try to open the file, a window pops saying 'impossible to run this application, it causes security problem', but this is compatible with my windows and I tried everything, I'm French and all the support is in English so the commands are not the same, I really need your help please

I use Windows 11

I downloaded the program and when I try to open the file, a window pops saying 'impossible to run this application, it causes security problem', but this is compatible with my windows and I tried everything, I'm French and all the support is in English so the commands are not the same, I really need your help please