I just downloaded and unzipped your game. I am running Windows 10. It gave me the same old message "The publisher could not be verified. Are you sure you want run this software?" message. I get that message pretty much every time I run an exe file. All but the biggest noobs to Windows will be used to that message by now. They just decide if they trust the source they downloaded it from, and if they do, they click the "run" button. Nothing out of the ordinary. Is this something different than you are seeing?
P.S Your game didn't work for me. it's just a black screen after the Made with Unity splash screen.
P.P.S. Please go back to Inno Setup. Your Winzip self extractor didn't even give me any options of where to unzip it to. I still don't know where it unzipped to. It looks like some kind of temporary folder or something. So you want people to unzip it every time they play it? Inno Setup has been around for 20 years and is very trusted. In fact I dare say it's the best install program out there and I've tried quite a few.