When you run a setup file downloaded from the internet (i.e., non-Store app), the setup doesn’t run, and the following message may appear:
The app you're trying to install isn't a Microsoft-verified app Installing apps from the Store helps protect your PC and keep it running smoothly.
Cause
This can occur if your system settings disallow installing non-store apps.
Another possibility is your system is in S Mode.
Resolution
Please follow one of the methods below to run the installer.
1] Unblock the executable
Right-click on the setup file you’re trying to run, and click Properties.
Click Unblock, and click OK.
2] Configure the system to install apps from anywhere
Select Start → Settings → Apps → Advanced app settings.
Next to “Choose where to get apps”, select “Anywhere“.
Restart Windows if necessary.
3] Switch out of S mode
If the “Choose where to get apps” option is missing, your system may be in S mode. In that mode, you can’t install apps from outside the Store.
To check if your PC is using S-Mode go to Settings → System → About. On the About page, scroll down to the “Windows Specifications” section. If you see the words “in S mode” to the right of the Edition entry, you’re using an S Mode PC.
To switch out of S mode, please open the following link in the Win + R (Run) dialog.
ms-windows-store://pdp/?productid=BF712690PMLF&OCID=windowssmodesupportpage
See also: Switching out of S mode in Windows – Microsoft Support
4] Delete the SmartScreen policies
Open the Registry Editor and go to this branch:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows Defender\SmartScreen
Delete all the values in the right pane of the above key.
One of the above methods should let you install non-Store apps (i.e., downloaded from anywhere.)
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