Hello, I just downloaded Islands for my PC laptop. 
When I click on the exe file I get this warning message 

Windows protected your PC

Windows Defender SmartScreen prevented an unrecognized app from starting. Running this app might put your PC at risk.

More info

I click More Info than Run Anyways

Then this error message appears:

"The code execution cannot proceed because UnityPlayer.dll was not found. Reinstalling the program may fix this problem."

UnityPlayer.dll is listed on the file list.

Any suggestions much appreciated!

You should probably start by asking the game's creator. Or at the very least link to the game so other people have a clue which one you're talking about.