It looks like you are running into one of the various dubious Windows "security" features, this one seems related to "User Account Control". If you haven't
solved this yet, try googling for the error that you are getting. For example, I searched "windows 10 user account control do you want to allow this app" without the double quotes, and found a number of suggestions.
The other thing I would do would be to reinstall Go into the C:\go folder, rather than in C:\Program Files\Go. Reasons for this are: a) I suspect windows adds additional checks on things run from c:\Program Files; b) I've typically run from C:\go without issue.
Make sure to add c:\go to your system PATH, if it is not automatically added by the installer. You'll have to close and re-open your cmd.exe shell to check that "go version" can run from the cmd line.