is
generally a deliberately cryptic message from Windows 10 Smart Screen,
intended to prevent you from using third-party software.
You
have to right-click on the executable, run the assistant, and answer that
the program needs more permissions. After one or more tests, it will
work.
I downloaded my 32-bit executable from the link,
executed it from my Downloads folder (Lazarus.FPC executables need no
dependency) and it still worked on windows 7