Thank you for the quick response! So even if there is a warning is this something that is optional? Or is it an absolute must for direct browser downloads?
Viewing post in Does a game need to be digitally signed?
Like leaf said, people who download directly from web will get a warning. Sometimes it's a pretty dissuasive warning - as in, the default option would be to *not* open the game, and the option to open the game would be somewhat hidden.
Note that even signed binaries will trigger a (less scary) warning in SmartScreen. Eventually, only having your game be downloaded hundreds+ of times will let it build a reputation that makes it go through SmartScreen, Google Chrome's "this might be malware" alert, etc.