If you get the message,
"Windows protected your PC
Windows Defender SmartScreen prevented an unrecognized app from starting. Running this app might put your PC at risk."
This does not mean that the game is malware, but rather that the game has not been analyzed by SmartScreen so they can't verify whether it's a virus or not. I can only promise that there's nothing malicious in the game, and you can pass it through virus scanners if you'd like, but if you're worried, you can always play the web version!