the reason that this is happening is because clangen is distributed as an .exe file. the warning you are getting is a generic file that EVERY .exe file throws. The reason that .exe files give this warning is that they can change things about your computer, and by running them, you are giving them the permission to do so. This warning is there to prevent people from running .exes without knowing what they can do. Since you know what clangen can do (the only edit it can make to your computer is reading/writing save files) you can safely ignore the warning for this file.