@Scriptkitty That is Windows saying it doesn’t trust its own shadow. This will happen with every third party application that has not been signed digitally, like Pencil2D.
To overcome that screen you need to click in the “more info” hyperlink look-a-like and it will allow you to run the application.
We usually suggest Windows users to take a look at our Windows Setup guide for general tips that can benefit you when using Pencil2D and even other third party applications (i.e not downloaded from MS App Store) [Guide] How to Train Your Pencil2D (Windows)