Universal Media Server | Forum

I think this depends on the version of windows you are using. I use Win 10 Pro and never had any prompts, however trying UMS on my dads laptop with Win 10 home I got a similar message saying that it was not downloaded from the Microsoft store. I'm sure I have read about one version (LSC something?) that only allows apps to be installed from the store.

More specifically, that it's not signed with a "Microsoft trusted" signature. Those cost money to rent, so free software are excluded.