The companion app your PC needs, so the phone in your hands can drive the game on your screen.
Windows will probably show a blue “Windows protected your PC” box the first time you run the installer.
That is SmartScreen, and it appears for every new program that has not yet been downloaded by enough people. It is not a virus warning, and nothing is wrong with the file.
Click More info, then Run anyway.
The one thing worth checking is that you got the file from this page. The button below downloads straight from the project's own GitHub releases — never from a mirror or an advert.