Hi Vihoang, sorry you had that problem. This is a false positive from Windows Defender I think. Flemenco can be flagged because it's not signed. Feel free to run the exe through a scanner like https://www.virustotal.com/ if you're unsure about it.
To fix it you can manually exclude the executable. Try going to Windows Security -> Virus & threat protection -> Manage -> Exclusions -> Add an exclusion and then select the \Flemenco folder. Should work then and if not you can extract the zip again and it should definitely work then.
Let me know if that works! Thanks for downloading.