This is a common Windows warning for games made with Godot, especially when the game is new or hasn't been downloaded by many people yet. Don't worry, the game is completely safe to download.
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If you’re using Microsoft Edge, try downloading the game with another browser, such as Firefox. It might be Microsoft’s SmartScreen protection causing the issue.
If you want to keep using Edge, I found this guide that explains how to deal with the “isn’t commonly downloaded” warning: https://www.ghacks.net/2022/07/02/how-to-deal-with-microsoft-edges-isnt-commonly...
I hope you can get it working. Good luck!