This even happens on my computer when I was testing if the installation was working. You can fix it by clicking on “more options” and then “install anyway” or something like that, but I can’t force you to do that.
For me, there is no "more options" area, it says smart app control blocked an app that may be unsafe. Then I can only press ok, send feedback, or get apps from the app store (or learn more which leads to website)