If it was from our official site, then it's fine.
Windows likes to say anything it detects as a executable file, that hasn't paid them a stupid amount of money to be on their whitelist, can harm your computer.
Because it can, even stuff on their whitelist can, any executable code you download from the internet can harm your computer.
But if you trust the people you're getting it from, then you just ignore that.
Always be on your guard, make sure you're getting what you expect from the host you expect.
We also provide the signatures of each file on the downloads page so people can verify that it didnt get corrupt while downloading.