If Windows displays a warning when you try to run the file, you can simply click Run.
Because this is a .BAT (batch) file, it isn’t digitally signed by Microsoft. Code signing is generally more common for compiled applications such as .EXE files.
The advantage of a batch file is its open and transparent nature: you can easily open it in a text editor, inspect the source code, and see exactly what commands it contains. There’s no hidden executable code or “boogeyman” lurking behind the scene - what you see is what the file runs.